Amorepacific Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:51.94% (-2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3446 | 20.81 | |
| 0.0682 | 19.85 | |
| 0.8822 | 235.62 | |
| 0.0146 | 2.21 |
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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