KT&G Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.97% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0114 | 10.18 | |
| 0.0491 | 15.57 | |
| 0.9544 | 610.99 | |
| -0.0123 | -2.80 |
Estimation Period:
Oct 8, 1999 to Feb 13, 2026
Oct 8, 1999 to Feb 13, 2026
News Impact Curve
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