KEPCO Engineering & Construction Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:65.55% (+9.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6320 | 17.22 | |
| 0.1069 | 15.09 | |
| 0.8391 | 160.39 | |
| -0.0223 | -1.85 |
Estimation Period:
Dec 14, 2009 to Feb 20, 2026
Dec 14, 2009 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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