Shinhung Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.09% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0496 | 16.57 | |
| 0.1820 | 14.25 | |
| 0.8760 | 175.73 | |
| -0.1161 | -7.57 |
Estimation Period:
Feb 8, 1991 to Feb 6, 2026
Feb 8, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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