Samsung Electronics Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:52.87% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0281 | 11.50 | |
| 0.0315 | 19.15 | |
| 0.9512 | 705.64 | |
| 0.0268 | 7.53 |
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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