KG DONGBUSTEEL GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.38% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1219 | 14.91 | |
| 0.0708 | 18.35 | |
| 0.9216 | 324.27 | |
| 0.0085 | 1.28 |
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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