Korea Aerospace Industries Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:44.01% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3191 | 11.26 | |
| 0.1109 | 7.45 | |
| 0.8485 | 87.31 | |
| -0.0102 | -0.58 |
Estimation Period:
Jun 30, 2011 to Feb 6, 2026
Jun 30, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Korea Aerospace Industries Ltd Analyses
Other GJR-GARCH Analyses on International Equities