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

V-Lab

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V-Lab

Samsung Climate Control Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.27% (-2.00%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9259	6.53
$α$	0.1419	5.21
$β$	0.7761	21.86
$γ_{1}$	0.0666	3.75
$γ_{2}$	-0.1265	-4.52
$γ_{3}$	0.0686	2.73
$γ_{4}$	-0.0045	-0.14
$γ_{5}$	0.0192	0.56
$γ_{6}$	-0.0386	-1.52

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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