Shinyoung Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:94.69% (-5.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 15.69 | |
| 0.0935 | 27.75 | |
| 0.8968 | 400.17 | |
| 0.0186 | 3.06 |
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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