CJ CheilJedang Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:22.98% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0674 | 12.84 | |
| 0.0357 | 13.10 | |
| 0.9300 | 298.37 | |
| 0.0384 | 5.59 |
Estimation Period:
Sep 28, 2007 to Jan 30, 2026
Sep 28, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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