Korea Electric Power Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:51.82% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0721 | 20.51 | |
| 0.0760 | 24.60 | |
| 0.9129 | 427.97 | |
| -0.0039 | -0.75 |
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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