Boryung GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:38.77% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3495 | 26.25 | |
| 0.1152 | 22.10 | |
| 0.8491 | 257.47 | |
| -0.0057 | -0.66 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities