Danal Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:95.97% (-3.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4418 | 6.13 | |
| 0.1159 | 5.79 | |
| 0.8082 | 22.72 | |
| 0.0419 | 0.22 | |
| 0.0183 | 0.07 | |
| -0.0792 | -0.47 | |
| -0.0415 | -0.25 | |
| 0.2183 | 0.98 | |
| -0.4735 | -1.54 | |
| 0.7057 | 2.20 | |
| -0.6090 | -2.43 | |
| 0.2508 | 1.08 | |
| 0.2656 | 0.72 |
Estimation Period:
Feb 15, 2005 to Feb 6, 2026
Feb 15, 2005 to Feb 6, 2026
News Impact Curve
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