Samsung SDI Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:65.73% (-2.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0995 | 19.55 | |
| 0.0525 | 18.28 | |
| 0.9222 | 479.33 | |
| 0.0263 | 4.27 |
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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