Hansae Yes24 Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.36% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3230 | 9.08 | |
| 0.1107 | 19.02 | |
| 0.8662 | 224.57 | |
| -0.0183 | -1.43 |
Estimation Period:
Jan 6, 2000 to Jan 30, 2026
Jan 6, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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