LS SECURITIES Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:118.31% (+60.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0401 | 15.63 | |
| 0.1185 | 17.82 | |
| 0.8839 | 234.02 | |
| -0.0048 | -0.42 |
Estimation Period:
Feb 21, 2007 to Feb 13, 2026
Feb 21, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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