Taekyung Chemical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.80% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0503 | 14.32 | |
| 0.0912 | 23.40 | |
| 0.9239 | 390.48 | |
| -0.0316 | -4.98 |
Estimation Period:
Aug 30, 1996 to Feb 20, 2026
Aug 30, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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