V-Lab
Samsung Electronics Co Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:27.09% (-0.33%)
Analysis last updated: Sunday, May 19, 2024 at 12:15 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 14.45 | |
| 0.0432 | 33.17 | |
| 0.9516 | 678.74 |
Estimation Period:
Jan 3, 1990 to May 17, 2024
Jan 3, 1990 to May 17, 2024
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