Dae Hwa Pharmaceutical Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.60% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3799 | 14.93 | |
| 0.1213 | 20.11 | |
| 0.8648 | 170.65 | |
| -0.0073 | -0.59 |
Estimation Period:
Nov 22, 2005 to Feb 6, 2026
Nov 22, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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