Hanyang Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:64.79% (-2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 13.21 | |
| 0.0876 | 26.33 | |
| 0.9224 | 549.70 | |
| -0.0199 | -4.12 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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