Korea Mcnulty Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:36.84% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9245 | 11.61 | |
| 0.1233 | 10.03 | |
| 0.7985 | 61.19 | |
| -0.0196 | -0.86 |
Estimation Period:
Dec 23, 2015 to Feb 13, 2026
Dec 23, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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