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

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V-Lab

Samsung Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.70% (-0.97%)

Analysis last updated: Saturday, April 27, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7384	6.64
$α$	0.0539	7.39
$β$	0.9084	70.94
$γ_{1}$	0.0474	1.45
$γ_{2}$	-0.0467	-0.98
$γ_{3}$	-0.0954	-3.10
$γ_{4}$	0.1828	6.73
$γ_{5}$	-0.1294	-4.88
$γ_{6}$	0.0633	2.34
$γ_{7}$	-0.0366	-1.40
$γ_{8}$	0.0241	1.26

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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