Samsung Electronics Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
67.60%
decreased by 1.68%
1 Week
67.46%
decreased by 1.82%
1 Month
66.91%
decreased by 2.37%
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 | |
|---|---|---|
| 0.0276 | 11.44 | |
| 0.0326 | 19.54 | |
| 0.9507 | 705.80 | |
| 0.0261 | 7.31 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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