Korea Asset Investment GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.37% (-3.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2995 | 7.28 | |
| 0.2394 | 8.37 | |
| 0.8064 | 42.63 | |
| -0.0916 | -3.28 |
Estimation Period:
Nov 20, 2019 to Feb 6, 2026
Nov 20, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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