KB Star Reit Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:42.14% (+19.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2473 | 12.38 | |
| 0.1139 | 4.91 | |
| 0.6285 | 32.44 | |
| 0.1686 | 3.14 |
Estimation Period:
Oct 6, 2022 to Feb 13, 2026
Oct 6, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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