Samsung Publishing Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:32.78% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3478 | 14.49 | |
| 0.1281 | 15.23 | |
| 0.8515 | 123.21 | |
| 0.0050 | 0.34 |
Estimation Period:
Aug 5, 2002 to Feb 13, 2026
Aug 5, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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