Namsung Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.56% (+3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2192 | 11.13 | |
| 0.1058 | 15.67 | |
| 0.8747 | 155.81 | |
| 0.0215 | 1.65 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities