Samjin GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.46% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0512 | 17.57 | |
| 0.2526 | 18.88 | |
| 0.6721 | 67.39 | |
| 0.0440 | 1.94 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities