Samwonsteel Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.80% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 24.46 | |
| 0.2509 | 35.50 | |
| 0.9762 | 701.26 | |
| -0.0134 | -1.38 |
Estimation Period:
Jul 22, 2011 to Jan 30, 2026
Jul 22, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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