Samsung Pharmaceutical Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:72.65% (-5.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 25.1154 | 4.30 | |
| 0.1598 | 45.92 | |
| 0.9805 | 214.69 | |
| 3.8284 | 24.49 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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