Hankuk Paper MFG GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.51% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0926 | 8.01 | |
| 0.0475 | 16.06 | |
| 0.9389 | 352.33 | |
| 0.0218 | 4.35 |
Estimation Period:
Jul 3, 1996 to Feb 13, 2026
Jul 3, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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