Samjin Pharmaceutical Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.33% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0798 | 24.41 | |
| 0.9096 | 304.63 | |
| 0.0168 | 3.67 | |
| 8.3728 | 2.20 | |
| 0.0000 | 0.00 | |
| 0.7567 | 5.14 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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