Ksign Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:36.40% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8842 | 13.46 | |
| 0.2515 | 9.27 | |
| 0.5758 | 38.14 | |
| 0.0666 | 1.34 |
Estimation Period:
Apr 1, 2015 to Feb 13, 2026
Apr 1, 2015 to Feb 13, 2026
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