Daol Investment & Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:106.89% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2850 | 16.41 | |
| 0.0974 | 24.66 | |
| 0.8761 | 270.30 | |
| 0.0220 | 2.12 |
Estimation Period:
Nov 19, 1996 to Feb 20, 2026
Nov 19, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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