Hyundai GF Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:82.83% (-2.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2156 | 6.40 | |
| 0.0663 | 9.41 | |
| 0.8999 | 290.01 | |
| 0.0105 | 1.22 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Hyundai GF Holdings Analyses
Other GJR-GARCH Analyses on International Equities