Korea District Heating Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:52.32% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0414 | 9.20 | |
| 0.0682 | 11.52 | |
| 0.9394 | 300.12 | |
| -0.0356 | -5.16 |
Estimation Period:
Jan 29, 2010 to Feb 13, 2026
Jan 29, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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