Korea Refractories Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:25.91% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1559 | 15.30 | |
| 0.1370 | 25.96 | |
| 0.8849 | 287.32 | |
| -0.0539 | -6.94 |
Estimation Period:
Aug 22, 1996 to Jan 30, 2026
Aug 22, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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