Bohae Brewery Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:88.93% (-5.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2721 | 18.54 | |
| 0.1611 | 21.73 | |
| 0.8489 | 243.59 | |
| -0.0372 | -3.69 |
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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