KIWOOM Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:67.70% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2035 | 18.09 | |
| 0.0726 | 10.99 | |
| 0.9028 | 279.94 | |
| 0.0009 | 0.07 |
Estimation Period:
Apr 23, 2004 to Feb 13, 2026
Apr 23, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other KIWOOM Securities Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities