CJ CGV Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:32.72% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4197 | 16.28 | |
| 0.0713 | 12.04 | |
| 0.8323 | 120.36 | |
| 0.0644 | 5.99 |
Estimation Period:
Dec 27, 2004 to Jan 30, 2026
Dec 27, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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