KEPCO Engineering & Construction Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:80.21% (-5.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6407 | 17.18 | |
| 0.1074 | 14.98 | |
| 0.8376 | 157.13 | |
| -0.0227 | -1.87 |
Estimation Period:
Dec 14, 2009 to Jan 30, 2026
Dec 14, 2009 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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