Amorepacific Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:73.64% (-3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1903 | 18.72 | |
| 0.0783 | 17.35 | |
| 0.8986 | 242.15 | |
| -0.0142 | -1.92 |
Estimation Period:
Jun 29, 2006 to Feb 13, 2026
Jun 29, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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