Ilshin Spinning Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:86.75% (+40.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 14.34 | |
| 0.0997 | 20.11 | |
| 0.9030 | 241.11 | |
| -0.0170 | -2.12 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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