Shinsegae Information & Communication Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:35.59% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1787 | 14.07 | |
| 0.0980 | 13.33 | |
| 0.8939 | 197.41 | |
| -0.0272 | -2.06 |
Estimation Period:
Nov 20, 2000 to Feb 20, 2026
Nov 20, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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