Sam Il Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.07% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3005 | 24.82 | |
| 0.1706 | 25.52 | |
| 0.8334 | 220.59 | |
| -0.0275 | -2.71 |
Estimation Period:
Jan 31, 2001 to Feb 6, 2026
Jan 31, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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