Shinsegae Food Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.80% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1172 | 15.56 | |
| 0.0783 | 16.48 | |
| 0.8821 | 203.14 | |
| 0.0423 | 5.64 |
Estimation Period:
Aug 1, 2001 to Feb 13, 2026
Aug 1, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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