V-Lab: Samsung Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Samsung Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:41.60% (-0.57%)

Analysis last updated: Tuesday, April 30, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6514	6.93
$α$	0.1679	9.42
$β$	0.7559	27.36
$γ_{1}$	0.0089	0.22
$γ_{2}$	0.0028	0.05
$γ_{3}$	-0.0812	-2.31
$γ_{4}$	0.1110	3.17
$γ_{5}$	-0.0193	-0.50
$γ_{6}$	-0.0681	-1.60
$γ_{7}$	0.0866	1.97
$γ_{8}$	-0.0580	-1.76

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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