CJ CGV Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:29.86% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4165 | 16.33 | |
| 0.0712 | 12.05 | |
| 0.8331 | 121.35 | |
| 0.0638 | 5.96 |
Estimation Period:
Dec 27, 2004 to Feb 20, 2026
Dec 27, 2004 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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