Samsung Electro-Mechanics Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:42.38% (+4.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0298 | 15.40 | |
| 0.1141 | 38.03 | |
| 0.9869 | 1,230.53 | |
| -0.0252 | -9.36 |
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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