Samsung E&A Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:48.09% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2162 | 18.55 | |
| 0.0539 | 15.10 | |
| 0.9118 | 351.91 | |
| 0.0260 | 3.86 |
Estimation Period:
Dec 25, 1996 to Jan 30, 2026
Dec 25, 1996 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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