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V-Lab

Samsung Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:83.00% (+0.84%)
Analysis last updated: Friday, February 6, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung Pharmaceutical Co Ltd SGARCH
paramt-stat
ω0.57546.14
α0.17709.79
β0.713525.57
γ1-0.0586-1.05
γ20.14491.86
γ3-0.2103-4.68
γ40.15823.29
γ5-0.0277-0.55
γ60.05101.10
γ7-0.1656-3.53
γ80.22973.78
γ9-0.2417-2.36
γ100.25151.04
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts