Sae Dong GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:42.79% (+3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7413 | 16.88 | |
| 0.1470 | 16.65 | |
| 0.8314 | 120.35 | |
| -0.0563 | -4.15 |
Estimation Period:
Oct 16, 2007 to Feb 13, 2026
Oct 16, 2007 to Feb 13, 2026
News Impact Curve
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