Namsun Aluminum Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.95% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5334 | 17.12 | |
| 0.1237 | 22.01 | |
| 0.8580 | 223.79 | |
| -0.0156 | -1.63 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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