Kyung Nong Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:26.86% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1038 | 12.68 | |
| 0.1108 | 15.92 | |
| 0.8794 | 254.16 | |
| 0.0196 | 1.26 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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