Korea Real Estate Investment GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:26.81% (+1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 11.77 | |
| 0.0576 | 24.23 | |
| 0.9524 | 698.21 | |
| -0.0199 | -5.29 |
Estimation Period:
Dec 7, 2001 to Feb 13, 2026
Dec 7, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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