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

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V-Lab

Samsung Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:41.42% (-0.53%)

Analysis last updated: Friday, May 3, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6532	7.02
$α$	0.1679	9.39
$β$	0.7548	27.09
$γ_{1}$	0.0097	0.24
$γ_{2}$	0.0017	0.03
$γ_{3}$	-0.0809	-2.32
$γ_{4}$	0.1113	3.21
$γ_{5}$	-0.0200	-0.52
$γ_{6}$	-0.0671	-1.59
$γ_{7}$	0.0855	1.95
$γ_{8}$	-0.0572	-1.74

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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