Dynasty Ceramic PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.13% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8602 | 7.11 | |
| 0.1572 | 8.09 | |
| 0.7517 | 25.72 | |
| 0.0508 | 1.29 | |
| -0.2041 | -2.85 | |
| 0.2667 | 5.04 | |
| -0.1544 | -3.75 | |
| 0.0456 | 0.62 | |
| 0.0435 | 0.69 | |
| -0.0965 | -2.03 | |
| 0.0796 | 1.27 |
Estimation Period:
Jul 17, 1992 to Feb 6, 2026
Jul 17, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dynasty Ceramic PCL Analyses
Other Spline-GARCH Analyses on International Equities