Samil Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:80.69% (-4.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1457 | 13.79 | |
| 0.1249 | 22.24 | |
| 0.8882 | 338.10 | |
| -0.0439 | -4.59 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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