Cafe24 Corp GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
58.29%
increased by 0.32%
1 Week
58.77%
increased by 0.80%
1 Month
60.21%
increased by 2.24%
Analysis last updated: Thursday, May 21, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7044 | 6.95 | |
| 0.0647 | 7.17 | |
| 0.9105 | 104.77 | |
| -0.0375 | -3.64 |
Estimation Period:
Feb 8, 2018 to May 15, 2026
Feb 8, 2018 to May 15, 2026
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