Samsung Special Purpose GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0429 | 4.85 | |
| 0.1797 | 3.87 | |
| 0.8089 | 66.67 | |
| 0.0229 | 0.44 |
Estimation Period:
Jun 30, 2022 to Feb 7, 2025
Jun 30, 2022 to Feb 7, 2025
News Impact Curve
Volatility Forecasts
Other Samsung Special Purpose Analyses
Other GJR-GARCH Analyses on International Equities