Moonbae Steel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.28% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0860 | 12.98 | |
| 0.0941 | 17.24 | |
| 0.9220 | 257.68 | |
| -0.0340 | -5.63 |
Estimation Period:
Nov 7, 1994 to Feb 20, 2026
Nov 7, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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