Samsung Electronics Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
66.02%
decreased by 2.84%
1 Week
65.72%
decreased by 3.14%
1 Month
64.91%
decreased by 3.95%
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 | |
|---|---|---|
| 36 | ||
| 0.0475 | 21.19 | |
| 0.8430 | 84.91 | |
| 0.0445 | 10.87 | |
| 0.0154 | 3.22 | |
| 0.0326 | 4.03 | |
| 0.9649 | 110.51 |
Estimation Period:
Jan 3, 1990 to May 15, 2026
Jan 3, 1990 to May 15, 2026
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