Samsung SDI Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:66.83% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.7827 | 5.22 | |
| 0.0569 | 36.92 | |
| 0.9905 | 499.49 | |
| 5.2463 | 8.95 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
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