Samsung Heavy Industries Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:51.50% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4968 | 4.80 | |
| 0.0716 | 8.25 | |
| 0.8858 | 63.89 | |
| -0.0857 | -3.35 | |
| 0.0992 | 2.76 | |
| -0.0192 | -0.89 | |
| 0.0264 | 1.27 | |
| -0.0500 | -1.69 | |
| 0.0820 | 1.81 |
Estimation Period:
Jan 28, 1994 to Feb 20, 2026
Jan 28, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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