Sejin Heavy Industries Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:41.22% (-2.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4577 | 15.18 | |
| 0.0958 | 12.73 | |
| 0.8390 | 159.35 | |
| 0.0499 | 2.96 |
Estimation Period:
Nov 30, 2015 to Feb 13, 2026
Nov 30, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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