NCSoft Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:52.54% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1798 | 19.44 | |
| 0.0398 | 14.71 | |
| 0.9337 | 422.28 | |
| 0.0143 | 2.49 |
Estimation Period:
Jul 11, 2000 to Feb 20, 2026
Jul 11, 2000 to Feb 20, 2026
News Impact Curve
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