Daehan Steel Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
46.51%
decreased by 1.55%
1 Week
46.36%
decreased by 1.70%
1 Month
45.88%
decreased by 2.18%
Analysis last updated: Thursday, May 21, 2026 at 08:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2372 | 18.85 | |
| 0.0809 | 20.52 | |
| 0.8830 | 235.35 | |
| 0.0105 | 1.26 |
Estimation Period:
Oct 31, 2005 to May 15, 2026
Oct 31, 2005 to May 15, 2026
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