Sajodaerim Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.65% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2026 | 20.86 | |
| 0.1165 | 28.32 | |
| 0.8890 | 326.11 | |
| -0.0341 | -5.20 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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