Namyang Dairy Products Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:33.68% (+3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1344 | 20.60 | |
| 0.1318 | 23.20 | |
| 0.8751 | 284.78 | |
| -0.0485 | -5.88 |
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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