Samsung Electro-Mechanics Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:73.52% (+23.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9071 | 8.01 | |
| 0.0579 | 8.59 | |
| 0.9120 | 85.17 | |
| 0.0474 | 3.32 | |
| -0.0914 | -4.17 | |
| 0.0595 | 4.09 | |
| -0.0146 | -1.11 | |
| 0.0036 | 0.26 | |
| -0.0084 | -0.75 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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