Samjin EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.77% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3063 | 19.13 | |
| 0.4140 | 36.75 | |
| 0.8828 | 142.90 | |
| -0.0110 | -1.22 |
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Oct 16, 2007 to Feb 6, 2026
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