Samwonsteel Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:15.57% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0463 | 17.33 | |
| 0.1303 | 12.68 | |
| 0.8693 | 237.05 | |
| -0.0087 | -0.53 |
Estimation Period:
Jul 22, 2011 to Feb 13, 2026
Jul 22, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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