Shinsegae Food Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.89% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1165 | 15.67 | |
| 0.0770 | 16.38 | |
| 0.8838 | 205.96 | |
| 0.0414 | 5.57 |
Estimation Period:
Aug 1, 2001 to Jan 30, 2026
Aug 1, 2001 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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