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

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V-Lab

Samsung Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:29.98% (-0.76%)

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
$ω$	0.6310	7.06
$α$	0.1730	9.85
$β$	0.7417	28.25
$γ_{1}$	0.0025	0.06
$γ_{2}$	0.0137	0.24
$γ_{3}$	-0.0898	-2.67
$γ_{4}$	0.1163	3.46
$γ_{5}$	-0.0162	-0.43
$γ_{6}$	-0.0858	-2.08
$γ_{7}$	0.1319	2.91
$γ_{8}$	-0.1769	-2.21

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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