KCC Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:59.36% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1771 | 14.77 | |
| 0.0546 | 23.93 | |
| 0.9109 | 295.64 | |
| 0.0241 | 4.34 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities