Yuhan Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.28% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1321 | 22.15 | |
| 0.0751 | 21.62 | |
| 0.9018 | 339.54 | |
| 0.0057 | 0.87 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities