Samjin Pharmaceutical Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.35% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 22.3837 | 7.22 | |
| 0.0879 | 113.30 | |
| 0.9975 | 3,022.66 | |
| 4.1476 | 70.14 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
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