Samsung Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:65.57% (-3.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7171 | 21.18 | |
| 0.1766 | 23.40 | |
| 0.8132 | 187.30 | |
| -0.0643 | -5.88 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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