Sewoo Global Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:28.43% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2735 | 25.99 | |
| 0.1140 | 19.34 | |
| 0.8889 | 290.10 | |
| -0.0180 | -2.23 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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