CJ CheilJedang Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.75% (+3.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0718 | 13.16 | |
| 0.0365 | 13.11 | |
| 0.9283 | 289.46 | |
| 0.0384 | 5.51 |
Estimation Period:
Sep 28, 2007 to Feb 13, 2026
Sep 28, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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