Daejung Chemicals & Metals GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.38% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1207 | 14.74 | |
| 0.1443 | 17.34 | |
| 0.8485 | 192.13 | |
| 0.0145 | 0.79 |
Estimation Period:
Dec 20, 2010 to Feb 13, 2026
Dec 20, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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