Korea Electric Power Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:53.25% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0720 | 20.48 | |
| 0.0760 | 24.59 | |
| 0.9129 | 428.00 | |
| -0.0040 | -0.75 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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