V-Lab
Samsung E&A Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:42.90% (+6.02%)
Analysis last updated: Thursday, April 18, 2024 at 10:25 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0531 | 17.61 | |
| 0.1460 | 33.62 | |
| 0.9797 | 842.42 | |
| -0.0292 | -7.27 |
Estimation Period:
Dec 25, 1996 to Apr 12, 2024
Dec 25, 1996 to Apr 12, 2024
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