ILSUNG IS GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:52.43% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1209 | 12.00 | |
| 0.1709 | 18.07 | |
| 0.8544 | 239.86 | |
| -0.0505 | -3.88 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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