Shin Poong Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:36.70% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3848 | 20.53 | |
| 0.1509 | 22.91 | |
| 0.8498 | 198.74 | |
| -0.0339 | -3.34 |
Estimation Period:
Jan 22, 1990 to Feb 13, 2026
Jan 22, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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