Samwonsteel Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:11.51% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.1400 | 17.93 | |
| 0.7475 | 34.65 | |
| 0.0251 | 1.55 | |
| 0.0192 | 4.49 | |
| 0.0426 | 3.56 | |
| 0.9499 | 75.08 |
Estimation Period:
Jul 22, 2011 to Jan 30, 2026
Jul 22, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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