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Samsung E&A Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.86% (-0.77%)
Analysis last updated: Saturday, February 21, 2026 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung E&A Co Ltd S0GARCH
paramt-stat
ω0.80307.89
α0.06906.84
β0.881352.89
γ1-0.1698-5.60
γ20.26095.58
γ3-0.1423-4.32
γ40.09713.39
γ5-0.0889-2.70
γ60.07072.02
γ7-0.0343-1.39
Estimation Period:
Dec 25, 1996 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts