Iljin Diamond Co Ltd/Old GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:104.95% (+61.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5355 | 15.57 | |
| 0.1361 | 14.05 | |
| 0.8211 | 141.89 | |
| 0.0112 | 0.72 |
Estimation Period:
Dec 22, 2004 to Feb 13, 2026
Dec 22, 2004 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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