Shinsegae Food Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.22% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1169 | 15.53 | |
| 0.0786 | 16.50 | |
| 0.8819 | 202.86 | |
| 0.0425 | 5.65 |
Estimation Period:
Aug 1, 2001 to Feb 20, 2026
Aug 1, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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