Samsung Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:53.82% (-3.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5769 | 6.15 | |
| 0.1773 | 9.84 | |
| 0.7138 | 25.73 | |
| -0.0575 | -1.04 | |
| 0.1428 | 1.84 | |
| -0.2089 | -4.65 | |
| 0.1580 | 3.28 | |
| -0.0279 | -0.55 | |
| 0.0502 | 1.08 | |
| -0.1645 | -3.55 | |
| 0.2296 | 3.86 | |
| -0.2432 | -2.42 | |
| 0.2574 | 1.07 |
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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