Korea Steel Shapes Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:28.05% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4781 | 20.04 | |
| 0.1456 | 23.28 | |
| 0.8259 | 179.74 | |
| -0.0049 | -0.37 |
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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