Samsung Heavy Industries Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.22% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2109 | 19.38 | |
| 0.0516 | 16.13 | |
| 0.9074 | 369.00 | |
| 0.0390 | 5.38 |
Estimation Period:
Jan 28, 1994 to Feb 6, 2026
Jan 28, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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