SK Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:129.42% (-7.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2305 | 19.45 | |
| 0.1319 | 27.56 | |
| 0.8443 | 217.32 | |
| 0.0401 | 3.92 |
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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