Samsung Pharmaceutical Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:55.04% (-3.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2332 | 30.99 | |
| 0.6038 | 46.13 | |
| -0.0925 | -7.97 | |
| 0.2250 | 2.39 | |
| 0.0384 | 3.33 | |
| 0.9466 | 57.53 |
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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