Dong Jin Semichem Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:69.71% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0867 | 6.52 | |
| 0.0642 | 6.43 | |
| 0.8893 | 52.15 | |
| -0.2029 | -3.65 | |
| 0.3768 | 4.27 | |
| -0.3289 | -3.71 | |
| 0.2416 | 2.24 | |
| -0.0291 | -0.31 | |
| -0.1576 | -2.30 | |
| 0.1361 | 2.31 | |
| 0.0091 | 0.10 |
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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