Hankook & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:56.42% (-1.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0467 | 14.75 | |
| 0.0585 | 20.93 | |
| 0.9358 | 512.48 | |
| 0.0058 | 1.10 |
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