Jeju Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:138.40% (-9.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0947 | 19.06 | |
| 0.1402 | 20.70 | |
| 0.8562 | 233.74 | |
| 0.0071 | 0.71 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities