Samsung Electro-Mechanics Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.37% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0386 | 20.54 | |
| 0.8844 | 235.91 | |
| 0.0574 | 17.47 | |
| 0.0474 | 6.46 | |
| 0.0431 | 11.26 | |
| 0.9507 | 198.89 |
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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