NCSoft Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.28% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1850 | 19.55 | |
| 0.0403 | 14.76 | |
| 0.9323 | 414.92 | |
| 0.0147 | 2.53 |
Estimation Period:
Jul 11, 2000 to Jan 30, 2026
Jul 11, 2000 to Jan 30, 2026
News Impact Curve
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