Samsung Biologics Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:36.69% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 11.2651 | 8.13 | |
| 0.0270 | 36.91 | |
| 0.9979 | 3,589.56 | |
| 3.0224 | 46.90 |
Estimation Period:
Nov 10, 2016 to Feb 13, 2026
Nov 10, 2016 to Feb 13, 2026
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