Korea Comp & Sys Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:46.61% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3574 | 11.56 | |
| 0.0553 | 12.99 | |
| 0.9294 | 203.65 | |
| -0.0124 | -1.46 |
Estimation Period:
Apr 15, 2010 to Feb 13, 2026
Apr 15, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Korea Comp & Sys Inc Analyses
Other GJR-GARCH Analyses on International Equities