Samsung Fire & Marine Insurance Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:56.27% (+5.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8469 | 8.43 | |
| 0.0963 | 9.67 | |
| 0.8339 | 46.71 | |
| 0.0432 | 3.54 | |
| -0.0904 | -4.97 | |
| 0.0648 | 5.39 | |
| -0.0239 | -2.32 | |
| 0.0185 | 1.47 | |
| 0.0173 | 0.64 |
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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