Korea PetroChemical Ind Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.60% (+9.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3269 | 17.63 | |
| 0.0521 | 16.54 | |
| 0.9082 | 287.39 | |
| 0.0210 | 3.28 |
Estimation Period:
Aug 11, 1999 to Feb 6, 2026
Aug 11, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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