Yuanta Securities Korea Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:58.84% (+5.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0897 | 16.28 | |
| 0.0668 | 25.45 | |
| 0.9194 | 465.02 | |
| 0.0179 | 3.46 |
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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