Samsung Electronics Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:55.21% (+3.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 11.46 | |
| 0.0306 | 18.78 | |
| 0.9515 | 704.32 | |
| 0.0275 | 7.76 |
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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