Samsung E&A Co Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.49% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0703 | 17.74 | |
| 0.7212 | 49.63 | |
| 0.0628 | 10.96 | |
| 0.0651 | 2.46 | |
| 0.0250 | 3.71 | |
| 0.9679 | 111.53 |
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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