Yes24 Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:31.82% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4111 | 9.01 | |
| 0.0970 | 9.22 | |
| 0.8621 | 102.05 | |
| 0.0008 | 0.04 |
Estimation Period:
May 7, 2008 to Feb 13, 2026
May 7, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities