Koryo Credit Information GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.10% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0618 | 13.85 | |
| 0.0898 | 15.79 | |
| 0.9095 | 266.39 | |
| -0.0235 | -2.55 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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