Boryung GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:71.70% (-3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3460 | 26.26 | |
| 0.1147 | 22.14 | |
| 0.8506 | 260.36 | |
| -0.0062 | -0.72 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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