Dongbu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:80.21% (+1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1575 | 18.84 | |
| 0.1136 | 22.39 | |
| 0.8834 | 295.26 | |
| -0.0071 | -1.00 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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