Shinsegae Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:50.72% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0673 | 17.49 | |
| 0.0474 | 20.33 | |
| 0.9408 | 593.57 | |
| 0.0038 | 0.87 |
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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