Jeju Bank GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:139.68% (-9.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0949 | 18.82 | |
| 0.1438 | 34.11 | |
| 0.8562 | 234.13 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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