Samil Pharmaceutical Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:85.76% (+4.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 18.9426 | 5.00 | |
| 0.1074 | 87.72 | |
| 0.9936 | 798.74 | |
| 4.0330 | 38.65 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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