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V-Lab

Samsung Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:53.82% (-3.95%)
Analysis last updated: Saturday, February 21, 2026 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung Pharmaceutical Co Ltd SGARCH
paramt-stat
ω0.57696.15
α0.17739.84
β0.713825.73
γ1-0.0575-1.04
γ20.14281.84
γ3-0.2089-4.65
γ40.15803.28
γ5-0.0279-0.55
γ60.05021.08
γ7-0.1645-3.55
γ80.22963.86
γ9-0.2432-2.42
γ100.25741.07
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts