Industrial Bank of Korea GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.04% (+5.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1101 | 16.28 | |
| 0.1082 | 28.49 | |
| 0.8649 | 300.00 | |
| 0.0305 | 3.25 |
Estimation Period:
Jul 2, 1996 to Feb 6, 2026
Jul 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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