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

V-Lab

| |

V-Lab

Samsung Publishing Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:34.93% (-1.66%)

Analysis last updated: Saturday, April 27, 2024 at 11:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8404	2.70
$α$	0.1254	5.98
$β$	0.8381	32.32
$γ_{1}$	0.0522	0.31
$γ_{2}$	-0.0083	-0.04
$γ_{3}$	-0.1486	-1.14
$γ_{4}$	0.2592	1.63
$γ_{5}$	-0.3631	-1.99
$γ_{6}$	0.4632	2.91
$γ_{7}$	-0.5119	-3.25
$γ_{8}$	0.3662	2.45

Estimation Period:
Aug 5, 2002 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Samsung Publishing Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH