Samil Enterprise Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.63% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9023 | 6.32 | |
| 0.1610 | 7.35 | |
| 0.6864 | 16.71 | |
| 0.3887 | 4.20 | |
| -0.4939 | -3.52 | |
| 0.0799 | 0.86 | |
| 0.0035 | 0.04 | |
| 0.1432 | 1.45 | |
| -0.3071 | -2.91 | |
| 0.4384 | 4.26 | |
| -0.5405 | -5.84 | |
| 0.4330 | 5.70 |
Estimation Period:
Feb 8, 2001 to Feb 6, 2026
Feb 8, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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