KCTC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:73.92% (-7.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5127 | 26.46 | |
| 0.1931 | 21.85 | |
| 0.7957 | 172.04 | |
| -0.0359 | -2.51 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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