Dynasty Ceramic PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.12% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8483 | 6.90 | |
| 0.1561 | 8.24 | |
| 0.7567 | 26.80 | |
| 0.0423 | 1.05 | |
| -0.1889 | -2.58 | |
| 0.2546 | 4.75 | |
| -0.1459 | -3.47 | |
| 0.0422 | 0.57 | |
| 0.0406 | 0.65 | |
| -0.0848 | -2.10 | |
| 0.0513 | 1.80 |
Estimation Period:
Jul 17, 1992 to Jan 30, 2026
Jul 17, 1992 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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