Samsung Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.70% (-6.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6361 | 6.56 | |
| 0.1763 | 9.90 | |
| 0.7212 | 25.89 | |
| -0.0174 | -0.30 | |
| 0.0770 | 0.95 | |
| -0.1616 | -3.46 | |
| 0.1203 | 2.44 | |
| -0.0003 | -0.01 | |
| 0.0275 | 0.59 | |
| -0.1378 | -2.93 | |
| 0.1882 | 3.21 | |
| -0.1682 | -2.12 | |
| 0.0994 | 1.37 |
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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