Hansae Yes24 Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:29.94% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3193 | 9.06 | |
| 0.1102 | 19.02 | |
| 0.8670 | 226.78 | |
| -0.0184 | -1.44 |
Estimation Period:
Jan 6, 2000 to Feb 20, 2026
Jan 6, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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