V-Lab: Samsung E&A Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Samsung E&A Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:42.14% (-1.50%)

Analysis last updated: Wednesday, May 1, 2024 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7216	6.64
$α$	0.0724	6.57
$β$	0.8731	48.70
$γ_{1}$	-0.2392	-4.18
$γ_{2}$	0.3029	3.43
$γ_{3}$	-0.0272	-0.46
$γ_{4}$	-0.1115	-2.27
$γ_{5}$	0.1739	3.65
$γ_{6}$	-0.1984	-3.63
$γ_{7}$	0.1649	2.82
$γ_{8}$	-0.0838	-2.01

Estimation Period:
Dec 25, 1996 to Apr 30, 2024

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