Seoul Broadcasting System GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.56% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1797 | 9.47 | |
| 0.0619 | 15.64 | |
| 0.9082 | 252.43 | |
| 0.0043 | 0.64 |
Estimation Period:
May 25, 1999 to Feb 6, 2026
May 25, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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