Hyundai Department Store Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:42.98% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2367 | 9.33 | |
| 0.0603 | 16.88 | |
| 0.8788 | 144.63 | |
| 0.0405 | 4.47 |
Estimation Period:
Nov 25, 2002 to Feb 13, 2026
Nov 25, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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