Shinsegae International Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:51.46% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1115 | 10.55 | |
| 0.0622 | 12.24 | |
| 0.9310 | 271.67 | |
| -0.0178 | -2.70 |
Estimation Period:
Jul 14, 2011 to Feb 20, 2026
Jul 14, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Shinsegae International Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities