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

V-Lab

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V-Lab

Samsung Electro-Mechanics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:33.59% (-0.97%)

Analysis last updated: Friday, April 19, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8178	6.88
$α$	0.0613	8.31
$β$	0.8989	67.20
$γ_{1}$	0.0231	0.74
$γ_{2}$	-0.0051	-0.11
$γ_{3}$	-0.0925	-3.13
$γ_{4}$	0.1414	5.29
$γ_{5}$	-0.1205	-4.61
$γ_{6}$	0.1078	4.09
$γ_{7}$	-0.0884	-3.34
$γ_{8}$	0.0446	2.09

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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