Kyobo Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:86.17% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0406 | 12.83 | |
| 0.0790 | 25.93 | |
| 0.9216 | 444.13 | |
| -0.0045 | -0.92 |
Estimation Period:
Dec 13, 1999 to Feb 20, 2026
Dec 13, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Kyobo Securities Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities