Chonbang Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:53.19% (-4.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6025 | 20.74 | |
| 0.1930 | 19.48 | |
| 0.7963 | 139.19 | |
| -0.0750 | -5.06 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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