Samsung E&A Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:42.84% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2155 | 18.50 | |
| 0.0533 | 15.08 | |
| 0.9121 | 353.25 | |
| 0.0265 | 3.96 |
Estimation Period:
Dec 25, 1996 to Feb 13, 2026
Dec 25, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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