V-Lab
Samsung Heavy Industries Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:44.93% (-1.22%)
Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6964 | 8.86 | |
| 0.0645 | 8.44 | |
| 0.9092 | 85.80 | |
| -0.0213 | -3.93 | |
| 0.0327 | 3.48 | |
| -0.0215 | -1.76 |
Estimation Period:
Jan 28, 1994 to Apr 30, 2024
Jan 28, 1994 to Apr 30, 2024
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