Samyang Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.25% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0746 | 9.67 | |
| 0.0555 | 14.45 | |
| 0.9300 | 189.44 | |
| 0.0026 | 0.28 |
Estimation Period:
Dec 5, 2011 to Feb 6, 2026
Dec 5, 2011 to Feb 6, 2026
News Impact Curve
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