Danal Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:73.65% (-4.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4691 | 6.03 | |
| 0.1176 | 5.92 | |
| 0.8113 | 23.88 | |
| 0.0492 | 0.25 | |
| 0.0068 | 0.02 | |
| -0.0717 | -0.41 | |
| -0.0454 | -0.26 | |
| 0.2205 | 0.97 | |
| -0.4848 | -1.54 | |
| 0.7418 | 2.26 | |
| -0.7043 | -2.73 | |
| 0.4785 | 2.02 | |
| -0.2879 | -1.52 |
Estimation Period:
Feb 15, 2005 to Feb 6, 2026
Feb 15, 2005 to Feb 6, 2026
News Impact Curve
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