Hankook Metal & Machine GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:57.20% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2300 | 6.54 | |
| 0.1704 | 12.14 | |
| 0.8323 | 110.95 | |
| -0.0054 | -0.26 |
Estimation Period:
May 20, 2009 to Feb 13, 2026
May 20, 2009 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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