Korea Ratings Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:53.31% (-2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0319 | 12.56 | |
| 0.1399 | 13.03 | |
| 0.8759 | 178.78 | |
| -0.0560 | -3.92 |
Estimation Period:
Feb 19, 2007 to Feb 13, 2026
Feb 19, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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