CJ Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.11% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0390 | 19.74 | |
| 0.1536 | 35.29 | |
| 0.9831 | 969.57 | |
| 0.0030 | 0.72 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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