Hankook & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:65.61% (+9.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0469 | 14.79 | |
| 0.0591 | 21.03 | |
| 0.9355 | 510.06 | |
| 0.0054 | 1.03 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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