YuHwa Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:59.95% (+30.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 17.42 | |
| 0.0960 | 15.34 | |
| 0.9168 | 320.56 | |
| -0.0256 | -3.59 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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