Samsung Publishing Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:46.76% (-4.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 13.6487 | 3.97 | |
| 0.1218 | 31.14 | |
| 0.9706 | 132.47 | |
| 3.2005 | 18.65 |
Estimation Period:
Aug 5, 2002 to Jan 30, 2026
Aug 5, 2002 to Jan 30, 2026
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