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Samsung Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.70% (-6.40%)
Analysis last updated: Friday, February 13, 2026 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω0.63616.56
α0.17639.90
β0.721225.89
γ1-0.0174-0.30
γ20.07700.95
γ3-0.1616-3.46
γ40.12032.44
γ5-0.0003-0.01
γ60.02750.59
γ7-0.1378-2.93
γ80.18823.21
γ9-0.1682-2.12
γ100.09941.37
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts