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

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V-Lab

Samsung Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:25.46% (+1.08%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7372	6.66
$α$	0.0537	7.36
$β$	0.9084	70.68
$γ_{1}$	0.0473	1.45
$γ_{2}$	-0.0466	-0.98
$γ_{3}$	-0.0955	-3.12
$γ_{4}$	0.1830	6.77
$γ_{5}$	-0.1297	-4.92
$γ_{6}$	0.0638	2.37
$γ_{7}$	-0.0375	-1.44
$γ_{8}$	0.0251	1.31

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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