Samsung Electro-Mechanics Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:85.51% (+11.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9087 | 7.94 | |
| 0.0594 | 8.58 | |
| 0.9105 | 84.31 | |
| 0.0474 | 3.30 | |
| -0.0915 | -4.15 | |
| 0.0597 | 4.08 | |
| -0.0150 | -1.14 | |
| 0.0045 | 0.32 | |
| -0.0094 | -0.84 |
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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