Hanyang Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:62.22% (+6.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0275 | 13.21 | |
| 0.0874 | 26.28 | |
| 0.9225 | 550.09 | |
| -0.0199 | -4.11 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Hanyang Securities Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities