Samick Musical Instruments Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.35% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7030 | 6.30 | |
| 0.1924 | 8.14 | |
| 0.7303 | 27.08 | |
| -0.0135 | -0.38 | |
| 0.0662 | 1.24 | |
| -0.1865 | -4.77 | |
| 0.2290 | 5.64 | |
| -0.1200 | -2.98 | |
| 0.0369 | 0.84 | |
| -0.0519 | -1.18 | |
| 0.0537 | 1.24 | |
| 0.0044 | 0.12 |
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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