V-Lab: Samsung Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Samsung Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.46% (-1.21%)

Analysis last updated: Wednesday, May 1, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5927	6.84
$α$	0.0653	8.34
$β$	0.9057	76.32
$γ_{1}$	-0.0437	-4.21
$γ_{2}$	0.0565	3.75
$γ_{3}$	-0.0136	-1.52
$γ_{4}$	0.0003	0.06

Estimation Period:
Jan 28, 1994 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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