V-Lab
Samsung Heavy Industries Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:40.83% (-1.15%)
Analysis last updated: Thursday, April 18, 2024 at 10:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0557 | 19.40 | |
| 0.1511 | 35.55 | |
| 0.9774 | 891.77 | |
| -0.0244 | -6.49 |
Estimation Period:
Jan 28, 1994 to Apr 12, 2024
Jan 28, 1994 to Apr 12, 2024
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