Korea Petroleum Industries Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:55.86% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9697 | 20.51 | |
| 0.2599 | 22.94 | |
| 0.6956 | 103.76 | |
| 0.0459 | 2.04 |
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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