Daol Investment & Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:57.65% (+8.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2773 | 16.13 | |
| 0.0936 | 24.33 | |
| 0.8790 | 276.60 | |
| 0.0229 | 2.23 |
Estimation Period:
Nov 19, 1996 to Feb 13, 2026
Nov 19, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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