NHN Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.40% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1523 | 14.88 | |
| 0.0478 | 11.42 | |
| 0.9182 | 225.34 | |
| 0.0231 | 2.66 |
Estimation Period:
Aug 29, 2013 to Jan 30, 2026
Aug 29, 2013 to Jan 30, 2026
News Impact Curve
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