Iljin Diamond Co Ltd/Old GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:91.67% (-7.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4990 | 14.86 | |
| 0.1312 | 13.95 | |
| 0.8323 | 145.53 | |
| 0.0044 | 0.30 |
Estimation Period:
Dec 22, 2004 to Feb 20, 2026
Dec 22, 2004 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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