iMarketKorea Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.45% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 6.72 | |
| 0.0433 | 10.34 | |
| 0.9480 | 368.60 | |
| 0.0173 | 2.51 |
Estimation Period:
Jul 30, 2010 to Feb 20, 2026
Jul 30, 2010 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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