Namsun Aluminum Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:44.72% (+2.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5360 | 17.15 | |
| 0.1242 | 22.06 | |
| 0.8573 | 222.92 | |
| -0.0155 | -1.62 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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