Samyang Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:25.63% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0743 | 9.66 | |
| 0.0553 | 14.44 | |
| 0.9301 | 189.74 | |
| 0.0027 | 0.29 |
Estimation Period:
Dec 5, 2011 to Feb 20, 2026
Dec 5, 2011 to Feb 20, 2026
News Impact Curve
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