Shin Poong Pharmaceutical Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.27% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3857 | 20.54 | |
| 0.1510 | 22.92 | |
| 0.8497 | 198.62 | |
| -0.0339 | -3.33 |
Estimation Period:
Jan 22, 1990 to Feb 6, 2026
Jan 22, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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