Samsung Electronics Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:51.26% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0376 | 23.01 | |
| 0.9016 | 179.81 | |
| 0.0390 | 12.37 | |
| 0.0163 | 4.97 | |
| 0.0349 | 4.24 | |
| 0.9622 | 107.87 |
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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