V-Lab
V-Lab

Samsung Publishing Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:33.85% (-1.10%)

Analysis last updated: Thursday, March 28, 2024 at 11:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung Publishing Co Ltd S0GARCH
paramt-stat
ω0.84882.75
α0.12766.09
β0.834032.71
γ10.05920.35
γ2-0.0141-0.06
γ3-0.1546-1.18
γ40.27081.69
γ5-0.3776-2.09
γ60.47863.08
γ7-0.5206-3.29
γ80.36512.41
Estimation Period:
Aug 5, 2002 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts