SK Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:226.21% (+4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2243 | 19.38 | |
| 0.1321 | 27.79 | |
| 0.8462 | 219.74 | |
| 0.0376 | 3.72 |
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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