Skip to main content
V-Lab

Samil Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:72.31% (-6.09%)
Analysis last updated: Saturday, February 21, 2026 at 10:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samil Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω0.77605.40
α0.13529.49
β0.816241.85
γ1-0.0001-0.00
γ20.01120.17
γ3-0.0880-2.09
γ40.14673.29
γ5-0.1491-2.34
γ60.20532.82
γ7-0.1915-3.41
γ80.04990.85
γ90.03060.59
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts