CJ Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.10% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0921 | 17.05 | |
| 0.0671 | 21.60 | |
| 0.9219 | 358.59 | |
| -0.0032 | -0.65 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
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