Kyung Dong Pharmaceutical GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:16.82% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0625 | 17.26 | |
| 0.1326 | 23.73 | |
| 0.8748 | 284.31 | |
| -0.0164 | -1.61 |
Estimation Period:
Jan 26, 2001 to Feb 13, 2026
Jan 26, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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