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

V-Lab

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V-Lab

Samsung Electro-Mechanics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.59% (+0.82%)

Analysis last updated: Wednesday, May 1, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8202	6.89
$α$	0.0613	8.32
$β$	0.8990	67.33
$γ_{1}$	0.0236	0.76
$γ_{2}$	-0.0060	-0.13
$γ_{3}$	-0.0917	-3.10
$γ_{4}$	0.1407	5.26
$γ_{5}$	-0.1199	-4.59
$γ_{6}$	0.1073	4.07
$γ_{7}$	-0.0879	-3.32
$γ_{8}$	0.0442	2.08

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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