TAEKYUNG BK Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.51% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0638 | 17.50 | |
| 0.1434 | 24.12 | |
| 0.8812 | 263.19 | |
| -0.0492 | -5.78 |
Estimation Period:
Jan 6, 1992 to Feb 6, 2026
Jan 6, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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