KT&G Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.45% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 10.15 | |
| 0.0494 | 15.55 | |
| 0.9543 | 609.36 | |
| -0.0126 | -2.85 |
Estimation Period:
Oct 8, 1999 to Jan 30, 2026
Oct 8, 1999 to Jan 30, 2026
News Impact Curve
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