Korea Aerospace Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:54.84% (+4.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3251 | 11.26 | |
| 0.1112 | 7.42 | |
| 0.8466 | 85.57 | |
| -0.0094 | -0.53 |
Estimation Period:
Jun 30, 2011 to Jan 30, 2026
Jun 30, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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