Samsung Electro-Mechanics Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.56% (+3.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.1903 | 7.51 | |
| 0.0531 | 25.22 | |
| 0.9874 | 542.26 | |
| 6.4239 | 5.84 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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