KEPCO Engineering & Construction Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:57.86% (-3.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6376 | 17.22 | |
| 0.1071 | 15.07 | |
| 0.8380 | 158.33 | |
| -0.0219 | -1.81 |
Estimation Period:
Dec 14, 2009 to Feb 13, 2026
Dec 14, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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