Hyungji Innovation And Creat GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:45.86% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2272 | 12.85 | |
| 0.0743 | 10.97 | |
| 0.9133 | 216.98 | |
| 0.0060 | 0.58 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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