Samsung Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:57.75% (-4.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7184 | 21.18 | |
| 0.1767 | 23.41 | |
| 0.8130 | 186.98 | |
| -0.0642 | -5.87 |
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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