Amorepacific Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:68.12% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1899 | 18.72 | |
| 0.0777 | 17.43 | |
| 0.8990 | 242.50 | |
| -0.0137 | -1.87 |
Estimation Period:
Jun 29, 2006 to Feb 20, 2026
Jun 29, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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