Shinyoung Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:77.32% (-3.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0413 | 15.75 | |
| 0.0931 | 27.64 | |
| 0.8965 | 398.44 | |
| 0.0197 | 3.23 |
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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