Amorepacific Holdings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:69.46% (+28.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3472 | 20.85 | |
| 0.0680 | 19.69 | |
| 0.8810 | 233.06 | |
| 0.0164 | 2.46 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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