V-Lab
Samsung Pharmaceutical Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 14th, 2024:26.08% (-0.16%)
Analysis last updated: Wednesday, May 15, 2024 at 02:37 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6326 | 7.08 | |
| 0.1737 | 9.90 | |
| 0.7409 | 28.39 | |
| 0.0032 | 0.08 | |
| 0.0124 | 0.22 | |
| -0.0885 | -2.64 | |
| 0.1160 | 3.47 | |
| -0.0170 | -0.46 | |
| -0.0854 | -2.09 | |
| 0.1346 | 3.01 | |
| -0.1921 | -2.53 |
Estimation Period:
Jan 3, 1990 to May 10, 2024
Jan 3, 1990 to May 10, 2024
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