Moonbae Steel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.57% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0864 | 13.00 | |
| 0.0942 | 17.23 | |
| 0.9219 | 257.22 | |
| -0.0341 | -5.64 |
Estimation Period:
Nov 7, 1994 to Feb 13, 2026
Nov 7, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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