Samjin Pharmaceutical Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.02% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.4119 | 7.19 | |
| 0.0880 | 113.07 | |
| 0.9975 | 2,995.38 | |
| 4.1482 | 69.79 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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