Samsung Electronics Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:56.31% (-1.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8001 | 7.35 | |
| 0.0539 | 7.84 | |
| 0.9156 | 83.23 | |
| 0.0566 | 3.57 | |
| -0.1257 | -5.40 | |
| 0.1061 | 7.63 | |
| -0.0449 | -3.56 | |
| 0.0024 | 0.17 | |
| 0.0514 | 2.47 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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