Korea NO 14 Special Purpose GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:63.02% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1922 | 5.02 | |
| 0.0447 | 2.83 | |
| 0.9092 | 35.80 | |
| -0.0447 | -1.18 |
Estimation Period:
Apr 29, 2025 to Feb 13, 2026
Apr 29, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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