Aekyung Industrial GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.82% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2016 | 9.02 | |
| 0.0844 | 6.54 | |
| 0.8749 | 102.78 | |
| 0.0288 | 1.25 |
Estimation Period:
Mar 22, 2018 to Feb 13, 2026
Mar 22, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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