Dongnam Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:15.62% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8022 | 5.42 | |
| 0.2561 | 8.54 | |
| 0.6779 | 21.74 | |
| -0.0905 | -2.43 | |
| 0.1662 | 3.06 | |
| -0.1326 | -2.40 | |
| 0.1070 | 1.43 | |
| -0.1058 | -1.14 | |
| 0.0888 | 1.01 | |
| -0.0284 | -0.54 |
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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