Jeju Bank GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:96.68% (-7.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0949 | 19.09 | |
| 0.1401 | 20.82 | |
| 0.8560 | 233.38 | |
| 0.0077 | 0.77 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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