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V-Lab

Samsung Publishing Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:21.45% (-2.15%)
Analysis last updated: Friday, February 20, 2026 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung Publishing Co Ltd SGARCH
paramt-stat
ω0.98243.01
α0.19676.48
β0.728423.48
γ10.13160.68
γ2-0.1025-0.38
γ3-0.0607-0.37
γ40.00300.02
γ50.12600.89
γ6-0.3193-1.75
γ70.60082.86
γ8-0.8728-4.79
γ90.94274.70
γ10-1.0866-2.62
Estimation Period:
Aug 5, 2002 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts