Samsung Electro-Mechanics Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:76.83% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9158 | 8.10 | |
| 0.0602 | 8.81 | |
| 0.9088 | 84.63 | |
| 0.0489 | 3.44 | |
| -0.0934 | -4.29 | |
| 0.0592 | 4.06 | |
| -0.0098 | -0.72 | |
| -0.0099 | -0.61 | |
| 0.0289 | 1.12 |
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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