Korean Drug Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.21% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5721 | 20.37 | |
| 0.2657 | 15.18 | |
| 0.7495 | 105.67 | |
| -0.0907 | -4.11 |
Estimation Period:
Jul 19, 2006 to Feb 13, 2026
Jul 19, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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