Dongnam Chemical Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.08% (-4.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.3893 | 26.47 | |
| 0.5626 | 50.35 | |
| -0.1947 | -11.32 | |
| 0.4209 | 8.65 | |
| 1.0000 | 33.12 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 25, 1996 to Jan 30, 2026
Dec 25, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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