Amorepacific Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.66% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3475 | 20.85 | |
| 0.0681 | 19.69 | |
| 0.8809 | 232.91 | |
| 0.0163 | 2.45 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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