KCC Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:56.86% (+10.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1711 | 14.58 | |
| 0.0531 | 23.61 | |
| 0.9134 | 300.56 | |
| 0.0231 | 4.22 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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