V-Lab
V-Lab

Samsung Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:48.13% (-1.36%)

Analysis last updated: Thursday, March 28, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω0.63406.75
α0.16809.45
β0.754927.44
γ10.00350.08
γ20.01050.18
γ3-0.0845-2.41
γ40.11123.17
γ5-0.0164-0.42
γ6-0.0728-1.69
γ70.09242.10
γ8-0.0630-1.92
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts