Samsung Pharmaceutical Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:57.60% (-9.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.0317 | 4.31 | |
| 0.1600 | 45.82 | |
| 0.9804 | 213.82 | |
| 3.8283 | 24.44 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
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