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Samsung Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:54.38% (-3.67%)
Analysis last updated: Sunday, February 15, 2026 at 01:55 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω0.62916.52
α0.17599.88
β0.720725.81
γ1-0.0194-0.34
γ20.07940.99
γ3-0.1625-3.49
γ40.12102.46
γ5-0.0001-0.00
γ60.02600.56
γ7-0.1362-2.94
γ80.18723.24
γ9-0.1682-2.13
γ100.10011.37
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts