Sajodaerim Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.57% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2006 | 20.81 | |
| 0.1161 | 28.30 | |
| 0.8895 | 327.85 | |
| -0.0339 | -5.18 |
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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