Samsung Heavy Industries Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:57.82% (+0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4967 | 4.79 | |
| 0.0720 | 8.26 | |
| 0.8852 | 63.58 | |
| -0.0859 | -3.34 | |
| 0.0994 | 2.75 | |
| -0.0193 | -0.89 | |
| 0.0266 | 1.28 | |
| -0.0502 | -1.68 | |
| 0.0811 | 1.78 |
Estimation Period:
Jan 28, 1994 to Jan 30, 2026
Jan 28, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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