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Samsung Pharmaceutical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:46.40% (-4.52%)
Analysis last updated: Saturday, February 21, 2026 at 10:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung Pharmaceutical Co Ltd S0GARCH
paramt-stat
ω0.63826.61
α0.17819.95
β0.717525.60
γ1-0.0159-0.28
γ20.07670.95
γ3-0.1672-3.62
γ40.13052.67
γ5-0.0104-0.21
γ60.03420.73
γ7-0.1419-3.07
γ80.19163.33
γ9-0.1714-2.19
γ100.10161.41
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts