V-Lab: Samsung Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Samsung Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:45.07% (+0.42%)

Analysis last updated: Saturday, April 20, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6451	6.86
$α$	0.1681	9.44
$β$	0.7555	27.41
$γ_{1}$	0.0071	0.17
$γ_{2}$	0.0053	0.09
$γ_{3}$	-0.0823	-2.35
$γ_{4}$	0.1114	3.18
$γ_{5}$	-0.0187	-0.48
$γ_{6}$	-0.0694	-1.62
$γ_{7}$	0.0887	2.01
$γ_{8}$	-0.0600	-1.82

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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