Magnachip Semiconductor Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:48.57% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8927 | 10.50 | |
| 0.0545 | 8.44 | |
| 0.8360 | 79.30 | |
| 0.0682 | 3.23 |
Estimation Period:
Mar 11, 2011 to Feb 6, 2026
Mar 11, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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