Joongang Advanced Materials Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:66.75% (-3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5298 | 4.96 | |
| 0.2264 | 6.29 | |
| 0.5511 | 10.20 | |
| -0.7097 | -3.40 | |
| 0.9724 | 3.26 | |
| -0.3950 | -1.89 | |
| 0.5041 | 1.97 | |
| -0.7162 | -2.63 | |
| 0.4703 | 1.77 | |
| -0.1911 | -0.70 | |
| 0.0756 | 0.28 | |
| -0.0016 | -0.01 | |
| -0.0471 | -0.13 |
Estimation Period:
Jul 31, 2007 to Feb 6, 2026
Jul 31, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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