Daechang Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.57% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7931 | 6.60 | |
| 0.1297 | 7.56 | |
| 0.7820 | 31.27 | |
| -0.0060 | -0.14 | |
| 0.0611 | 0.98 | |
| -0.1814 | -4.32 | |
| 0.2052 | 3.88 | |
| -0.0304 | -0.51 | |
| -0.1589 | -2.74 | |
| 0.1752 | 3.28 | |
| -0.0446 | -0.88 | |
| -0.0912 | -1.28 | |
| 0.1111 | 1.89 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Daechang Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities