Korea Investment Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:67.07% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 13.45 | |
| 0.0387 | 17.17 | |
| 0.9458 | 558.64 | |
| 0.0202 | 4.31 |
Estimation Period:
Jul 21, 2003 to Feb 13, 2026
Jul 21, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Korea Investment Holdings Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities