Daewoo Engineering & Construction Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:96.20% (-3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5428 | 4.35 | |
| 0.0745 | 7.06 | |
| 0.8698 | 46.89 | |
| -0.0203 | -0.27 | |
| 0.1018 | 0.96 | |
| -0.1758 | -2.60 | |
| 0.2005 | 3.20 | |
| -0.2010 | -3.08 | |
| 0.1895 | 2.66 | |
| -0.2348 | -3.22 | |
| 0.4545 | 4.39 |
Estimation Period:
Mar 23, 2001 to Feb 20, 2026
Mar 23, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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