Dong Jin Semichem Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:66.72% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1095 | 6.59 | |
| 0.0641 | 6.48 | |
| 0.8907 | 53.27 | |
| -0.1915 | -3.43 | |
| 0.3574 | 4.02 | |
| -0.3131 | -3.48 | |
| 0.2266 | 2.08 | |
| -0.0152 | -0.16 | |
| -0.1746 | -2.56 | |
| 0.1687 | 3.26 | |
| -0.0736 | -2.01 |
Estimation Period:
Jan 25, 2001 to Feb 6, 2026
Jan 25, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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