KT&G Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:28.13% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 10.20 | |
| 0.0490 | 15.55 | |
| 0.9544 | 611.01 | |
| -0.0122 | -2.76 |
Estimation Period:
Oct 8, 1999 to Feb 20, 2026
Oct 8, 1999 to Feb 20, 2026
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