Korea Asset In Trust Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.90% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0798 | 14.31 | |
| 0.1416 | 10.85 | |
| 0.8646 | 162.76 | |
| -0.0464 | -2.56 |
Estimation Period:
Jul 13, 2016 to Feb 13, 2026
Jul 13, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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