Korea Information Cert GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:51.04% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1851 | 11.36 | |
| 0.0537 | 9.13 | |
| 0.9284 | 203.14 | |
| 0.0036 | 0.29 |
Estimation Period:
Feb 4, 2014 to Feb 13, 2026
Feb 4, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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