Samsung Electro-Mechanics Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:43.30% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1123 | 16.98 | |
| 0.0650 | 43.12 | |
| 0.9164 | 466.13 | |
| 0.5903 | 14.94 |
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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