Hyundai Rotem Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.10% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2174 | 11.22 | |
| 0.0943 | 13.38 | |
| 0.9043 | 161.77 | |
| -0.0409 | -4.43 |
Estimation Period:
Oct 30, 2013 to Feb 6, 2026
Oct 30, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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