V-Lab
Samsung Electro-Mechanics Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:37.53% (+0.78%)
Analysis last updated: Wednesday, May 1, 2024 at 10:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8315 | 7.01 | |
| 0.0611 | 8.31 | |
| 0.8994 | 67.67 | |
| 0.0274 | 0.89 | |
| -0.0105 | -0.23 | |
| -0.0926 | -3.13 | |
| 0.1452 | 5.44 | |
| -0.1265 | -4.84 | |
| 0.1153 | 4.33 | |
| -0.0994 | -3.48 | |
| 0.0676 | 1.39 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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