Samil Pharmaceutical Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:65.01% (-7.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.1880 | 30.88 | |
| 0.6725 | 72.85 | |
| -0.0459 | -5.31 | |
| 0.1888 | 2.87 | |
| 0.2040 | 4.14 | |
| 0.7834 | 14.74 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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