Daegu Department Store GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.69% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0403 | 15.15 | |
| 0.0736 | 30.18 | |
| 0.9270 | 515.59 | |
| -0.0013 | -0.27 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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