Dongbu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:81.89% (-4.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1576 | 18.85 | |
| 0.1136 | 22.42 | |
| 0.8834 | 295.24 | |
| -0.0072 | -1.00 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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