Samsung E&A Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.31% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2156 | 18.50 | |
| 0.0533 | 15.07 | |
| 0.9121 | 353.25 | |
| 0.0266 | 3.97 |
Estimation Period:
Dec 25, 1996 to Feb 20, 2026
Dec 25, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Samsung E&A Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities