Baiksan Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.12% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3928 | 19.77 | |
| 0.0825 | 19.39 | |
| 0.8638 | 215.73 | |
| 0.0377 | 4.65 |
Estimation Period:
Aug 11, 1999 to Jan 30, 2026
Aug 11, 1999 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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