SK Hynix Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:66.64% (+3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0461 | 12.61 | |
| 0.0287 | 18.18 | |
| 0.9555 | 801.57 | |
| 0.0251 | 7.91 |
Estimation Period:
Dec 26, 1996 to Jan 30, 2026
Dec 26, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities