Samil Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:98.48% (+14.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1464 | 13.80 | |
| 0.1256 | 22.28 | |
| 0.8877 | 336.75 | |
| -0.0441 | -4.59 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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