Dongnam Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.55% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1916 | 24.41 | |
| 0.2548 | 21.10 | |
| 0.7946 | 173.57 | |
| -0.0989 | -4.74 |
Estimation Period:
Dec 25, 1996 to Feb 13, 2026
Dec 25, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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