Sam Il Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.87% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6052 | 5.13 | |
| 0.2324 | 6.92 | |
| 0.6915 | 24.48 | |
| 0.2422 | 2.61 | |
| -0.2723 | -1.83 | |
| 0.0034 | 0.03 | |
| 0.0444 | 0.40 | |
| -0.0135 | -0.15 | |
| -0.1110 | -1.13 | |
| 0.3616 | 3.16 | |
| -0.5474 | -4.09 | |
| 0.4341 | 3.89 |
Estimation Period:
Jan 31, 2001 to Feb 6, 2026
Jan 31, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Sam Il Co Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities