Samick Musical Instruments Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.79% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1163 | 15.47 | |
| 0.1041 | 24.20 | |
| 0.8842 | 299.32 | |
| 0.0233 | 3.40 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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