YuHwa Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.76% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 17.48 | |
| 0.0947 | 15.20 | |
| 0.9172 | 320.36 | |
| -0.0237 | -3.33 |
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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