V-Lab: Samsung Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Samsung Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:23.96% (-0.73%)

Analysis last updated: Tuesday, May 7, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7484	6.82
$α$	0.0538	7.36
$β$	0.9078	70.20
$γ_{1}$	0.0500	1.56
$γ_{2}$	-0.0505	-1.07
$γ_{3}$	-0.0936	-3.08
$γ_{4}$	0.1824	6.79
$γ_{5}$	-0.1304	-4.98
$γ_{6}$	0.0645	2.41
$γ_{7}$	-0.0372	-1.43
$γ_{8}$	0.0244	1.27

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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