GMB Korea Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:46.77% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 8.84 | |
| 0.0523 | 11.93 | |
| 0.9363 | 254.99 | |
| 0.0091 | 1.14 |
Estimation Period:
Nov 20, 2012 to Feb 20, 2026
Nov 20, 2012 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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