Kyungbang Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:82.90% (-1.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 8.36 | |
| 0.0449 | 11.07 | |
| 0.9592 | 420.71 | |
| -0.0083 | -1.30 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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