V-Lab: Samsung Climate Control Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Samsung Climate Control Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.06% (-2.63%)

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
$ω$	0.8695	5.51
$α$	0.1291	6.64
$β$	0.7669	22.71
$γ_{1}$	0.0658	1.24
$γ_{2}$	-0.0304	-0.41
$γ_{3}$	-0.1145	-2.51
$γ_{4}$	0.0542	1.11
$γ_{5}$	0.0718	1.14
$γ_{6}$	-0.0975	-1.15
$γ_{7}$	0.1389	1.02
$γ_{8}$	-0.1842	-1.17
$γ_{9}$	0.2950	2.49
$γ_{10}$	-0.6531	-5.10

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Samsung Climate Control Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH