V-Lab: Samsung Electronics Co Ltd EGARCH Volatility Analysis

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V-Lab

Samsung Electronics Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Monday, April 15th, 2024:23.37% (-0.37%)

Analysis last updated: Saturday, April 13, 2024 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0140	12.30
$α$	0.1012	35.73
$β$	0.9938	2070.42
$γ$	-0.0231	-9.87

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts