ILSUNG IS GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:62.24% (-3.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1212 | 12.02 | |
| 0.1713 | 18.01 | |
| 0.8539 | 239.27 | |
| -0.0506 | -3.86 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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