Dongbu Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:77.17% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1440 | 18.62 | |
| 0.1111 | 22.45 | |
| 0.8875 | 312.18 | |
| -0.0093 | -1.33 |
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