V-Lab
V-Lab

Samsung SDI Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:54.81% (-1.16%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung SDI Co Ltd S0GARCH
paramt-stat
ω0.84495.15
α0.06748.19
β0.902176.96
γ10.03981.01
γ2-0.0208-0.37
γ3-0.1059-2.80
γ40.17675.09
γ5-0.1522-4.31
γ60.10852.99
γ7-0.0731-2.28
γ80.03341.38
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts