Korea Cast Iron Pipe Industries Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.75% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0678 | 17.38 | |
| 0.0972 | 21.29 | |
| 0.9149 | 384.41 | |
| -0.0379 | -5.26 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Korea Cast Iron Pipe Industries Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities