Shinsegae International Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:41.28% (+2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1068 | 10.43 | |
| 0.0594 | 12.08 | |
| 0.9336 | 279.02 | |
| -0.0168 | -2.63 |
Estimation Period:
Jul 14, 2011 to Jan 30, 2026
Jul 14, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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