Korea Electric Power Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:64.71% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0713 | 20.37 | |
| 0.0761 | 24.58 | |
| 0.9132 | 429.95 | |
| -0.0043 | -0.82 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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