Samsung Heavy Industries Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:42.76% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2110 | 19.39 | |
| 0.0515 | 16.12 | |
| 0.9074 | 368.87 | |
| 0.0388 | 5.37 |
Estimation Period:
Jan 28, 1994 to Feb 20, 2026
Jan 28, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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