Shinsegae Information & Communication Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.66% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1784 | 14.08 | |
| 0.0980 | 13.34 | |
| 0.8940 | 197.74 | |
| -0.0273 | -2.07 |
Estimation Period:
Nov 20, 2000 to Feb 13, 2026
Nov 20, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Shinsegae Information & Communication Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities