Samsung Electro-Mechanics Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:47.29% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0933 | 15.68 | |
| 0.0364 | 20.18 | |
| 0.9342 | 498.77 | |
| 0.0356 | 8.39 |
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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