Sam Jung Pulp Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:28.71% (-3.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0627 | 3.72 | |
| 0.1184 | 32.39 | |
| 0.9700 | 123.05 | |
| 2.7845 | 26.99 |
Estimation Period:
Oct 17, 2006 to Feb 13, 2026
Oct 17, 2006 to Feb 13, 2026
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