Korea Cast Iron Pipe Industries Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.42% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0683 | 17.42 | |
| 0.0973 | 21.28 | |
| 0.9148 | 383.72 | |
| -0.0380 | -5.27 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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