Samsung Fire & Marine Insurance Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.39% (+6.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8580 | 8.06 | |
| 0.0972 | 9.29 | |
| 0.8391 | 52.47 | |
| 0.0434 | 3.41 | |
| -0.0912 | -4.80 | |
| 0.0676 | 5.39 | |
| -0.0327 | -3.08 | |
| 0.0416 | 3.48 | |
| -0.0445 | -4.12 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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