Seojeon Electric Machinery GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:66.34% (-2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3445 | 11.69 | |
| 0.0795 | 14.68 | |
| 0.9046 | 160.30 | |
| 0.0150 | 1.15 |
Estimation Period:
Dec 29, 2014 to Feb 13, 2026
Dec 29, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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