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

V-Lab

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V-Lab

Samsung SDI Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:47.96% (-1.32%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8515	5.27
$α$	0.0679	8.19
$β$	0.9008	76.01
$γ_{1}$	0.0433	1.12
$γ_{2}$	-0.0257	-0.46
$γ_{3}$	-0.1050	-2.82
$γ_{4}$	0.1804	5.30
$γ_{5}$	-0.1610	-4.67
$γ_{6}$	0.1244	3.45
$γ_{7}$	-0.1059	-2.95
$γ_{8}$	0.1172	1.66

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

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Volatility Forecasts