Korea Aerospace Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:48.17% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3167 | 11.26 | |
| 0.1100 | 7.44 | |
| 0.8495 | 87.93 | |
| -0.0100 | -0.58 |
Estimation Period:
Jun 30, 2011 to Feb 20, 2026
Jun 30, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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