Daechang Forging Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.73% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0761 | 10.55 | |
| 0.0645 | 16.97 | |
| 0.9396 | 555.96 | |
| -0.0242 | -3.21 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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