Kyobo Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:67.05% (+12.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0402 | 12.84 | |
| 0.0776 | 25.91 | |
| 0.9225 | 449.77 | |
| -0.0038 | -0.79 |
Estimation Period:
Dec 13, 1999 to Feb 13, 2026
Dec 13, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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