Samsung Electro-Mechanics Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:71.68% (-2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1139 | 17.16 | |
| 0.0660 | 42.63 | |
| 0.9157 | 459.69 | |
| 0.5749 | 14.63 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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