Kbg Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:39.88% (-3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9190 | 10.54 | |
| 0.1739 | 7.63 | |
| 0.7255 | 43.62 | |
| 0.2011 | 4.94 |
Estimation Period:
Aug 1, 2019 to Feb 13, 2026
Aug 1, 2019 to Feb 13, 2026
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