SK Hynix Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:61.52% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0458 | 12.65 | |
| 0.0291 | 18.34 | |
| 0.9554 | 802.87 | |
| 0.0246 | 7.73 |
Estimation Period:
Dec 26, 1996 to Feb 13, 2026
Dec 26, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities