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 Monday, April 22nd, 2024:34.30% (+0.61%)

Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8200	6.91
$α$	0.0614	8.31
$β$	0.8987	67.12
$γ_{1}$	0.0235	0.76
$γ_{2}$	-0.0056	-0.12
$γ_{3}$	-0.0924	-3.13
$γ_{4}$	0.1414	5.30
$γ_{5}$	-0.1203	-4.61
$γ_{6}$	0.1077	4.09
$γ_{7}$	-0.0885	-3.35
$γ_{8}$	0.0446	2.10

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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