Korea Economic Broadcasting Co Ltd/The GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.56% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2590 | 18.21 | |
| 0.1724 | 18.68 | |
| 0.8041 | 146.99 | |
| -0.0166 | -1.20 |
Estimation Period:
Nov 28, 2005 to Feb 13, 2026
Nov 28, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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