Samsung Electro-Mechanics Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:64.57% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0957 | 15.89 | |
| 0.0381 | 20.02 | |
| 0.9325 | 484.16 | |
| 0.0355 | 8.19 |
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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