Heungkuk Fire & Marine Insurance Co Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
58.91%
increased by 7.93%
1 Week
59.33%
increased by 8.35%
1 Month
61.01%
increased by 10.03%
Analysis last updated: Thursday, May 21, 2026 at 08:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1000 | 22.38 | |
| 0.1380 | 23.76 | |
| 0.8690 | 290.25 | |
| -0.0139 | -1.63 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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