Samsung Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:83.00% (+0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5754 | 6.14 | |
| 0.1770 | 9.79 | |
| 0.7135 | 25.57 | |
| -0.0586 | -1.05 | |
| 0.1449 | 1.86 | |
| -0.2103 | -4.68 | |
| 0.1582 | 3.29 | |
| -0.0277 | -0.55 | |
| 0.0510 | 1.10 | |
| -0.1656 | -3.53 | |
| 0.2297 | 3.78 | |
| -0.2417 | -2.36 | |
| 0.2515 | 1.04 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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