Han Kook Capital Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.66% (+9.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1046 | 13.87 | |
| 0.1471 | 14.65 | |
| 0.8599 | 137.54 | |
| -0.0299 | -2.40 |
Estimation Period:
Jan 26, 2001 to Feb 6, 2026
Jan 26, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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