CJ CheilJedang Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.13% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0689 | 12.95 | |
| 0.0357 | 13.06 | |
| 0.9296 | 295.95 | |
| 0.0387 | 5.61 |
Estimation Period:
Sep 28, 2007 to Feb 6, 2026
Sep 28, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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