Samsung Electro-Mechanics Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.84% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 15.46 | |
| 0.1130 | 37.98 | |
| 0.9871 | 1,249.47 | |
| -0.0247 | -9.24 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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