Iljin Diamond Co Ltd/Old GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:55.73% (-3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5343 | 15.55 | |
| 0.1369 | 14.04 | |
| 0.8213 | 141.99 | |
| 0.0103 | 0.66 |
Estimation Period:
Dec 22, 2004 to Jan 30, 2026
Dec 22, 2004 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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