V-Lab
V-Lab

Samsung Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:39.45% (-1.18%)

Analysis last updated: Thursday, March 28, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung Engineering Co Ltd S0GARCH
paramt-stat
ω0.72056.60
α0.07216.55
β0.873648.83
γ1-0.2399-4.13
γ20.30213.37
γ3-0.0229-0.38
γ4-0.1175-2.36
γ50.17993.70
γ6-0.2026-3.64
γ70.16642.82
γ8-0.0839-2.00
Estimation Period:
Dec 25, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts