Sam-A Pharm Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.85% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2588 | 1.54 | |
| 0.0629 | 4.86 | |
| 0.9183 | 70.18 | |
| 0.5506 | 0.74 | |
| -0.7788 | -0.70 | |
| 0.1702 | 0.26 | |
| 0.4977 | 0.96 | |
| -0.9300 | -1.34 | |
| 0.6685 | 0.90 | |
| -0.2679 | -0.55 | |
| 0.3146 | 0.91 | |
| -0.5409 | -1.47 | |
| 0.4831 | 2.53 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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