Korea Alcohol Industrial Co GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:38.75% (-1.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1416 | 18.50 | |
| 0.1102 | 21.77 | |
| 0.8779 | 304.71 | |
| 0.0003 | 0.03 |
Estimation Period:
Jan 31, 2001 to Feb 6, 2026
Jan 31, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Korea Alcohol Industrial Co Analyses
Other GJR-GARCH Analyses on International Equities