GMB Korea Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:48.22% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0510 | 8.86 | |
| 0.0525 | 11.93 | |
| 0.9361 | 254.17 | |
| 0.0090 | 1.13 |
Estimation Period:
Nov 20, 2012 to Feb 13, 2026
Nov 20, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GMB Korea Corp Analyses
Other GJR-GARCH Analyses on International Equities