Seoul Broadcasting System GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.92% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1782 | 9.47 | |
| 0.0618 | 15.63 | |
| 0.9086 | 254.01 | |
| 0.0043 | 0.64 |
Estimation Period:
May 25, 1999 to Feb 20, 2026
May 25, 1999 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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