Daehan Synthetic Fiber Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.50% (-3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2818 | 32.25 | |
| 0.5114 | 36.57 | |
| -0.0555 | -4.76 | |
| 0.0468 | 2.82 | |
| 0.0598 | 6.87 | |
| 0.9353 | 99.67 |
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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