Green Cross Corp/South Korea EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:55.62% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0877 | 22.45 | |
| 0.2166 | 36.57 | |
| 0.9670 | 541.45 | |
| 0.0170 | 3.08 |
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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