Samsung Electronics Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
66.01%
decreased by 2.56%
1 Week
65.76%
decreased by 2.81%
1 Month
64.77%
decreased by 3.80%
Analysis last updated: Thursday, May 21, 2026 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3310 | 5.97 | |
| 0.0483 | 37.57 | |
| 0.9944 | 998.39 | |
| 6.8629 | 7.42 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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