The Born Korea GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:18.05% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3636 | 8.24 | |
| 0.2255 | 7.19 | |
| 0.6543 | 29.99 | |
| 0.0499 | 0.84 |
Estimation Period:
Nov 6, 2024 to Feb 13, 2026
Nov 6, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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