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

V-Lab

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V-Lab

Samsung Electronics Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.30% (+1.03%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7509	6.77
$α$	0.0536	7.36
$β$	0.9087	70.77
$γ_{1}$	0.0515	1.58
$γ_{2}$	-0.0513	-1.07
$γ_{3}$	-0.0967	-3.16
$γ_{4}$	0.1878	6.92
$γ_{5}$	-0.1366	-5.12
$γ_{6}$	0.0726	2.61
$γ_{7}$	-0.0509	-1.72
$γ_{8}$	0.0545	1.21

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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