TAEKYUNG BK Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:23.13% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 17.48 | |
| 0.1433 | 24.11 | |
| 0.8812 | 263.29 | |
| -0.0491 | -5.77 |
Estimation Period:
Jan 6, 1992 to Feb 20, 2026
Jan 6, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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