V-Lab
Samsung Pharmaceutical Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:37.99% (+2.29%)
Analysis last updated: Saturday, April 20, 2024 at 12:06 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1806 | 28.51 | |
| 0.2764 | 42.05 | |
| 0.9392 | 424.40 | |
| 0.0419 | 7.27 |
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Jan 3, 1990 to Apr 12, 2024
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