Boryung GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:50.19% (+1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3474 | 26.21 | |
| 0.1153 | 22.08 | |
| 0.8495 | 258.13 | |
| -0.0061 | -0.70 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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