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V-Lab

Samsung Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, September 21st, 2026

1 Day

56.86%

decreased by 0.69%

1 Week

56.04%

decreased by 1.51%

1 Month

53.08%

decreased by 4.47%

Analysis last updated: Sunday, September 20, 2026 at 12:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung Electronics Co Ltd S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 3, 1990 to Sep 18, 2026

Model Insight

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 34 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

Time-varying baseline: volatility reverts to a slowly-shifting spline trend
ParamValuet-stat
ωconst0.8212
6.20***
αARCH0.0543
8.55***
βGARCH0.9254
102.84***
γi Spline Coefficients
K=6
γ10.0532
2.84***
γ2-0.1200
-4.32***
γ30.1058
6.34***
γ4-0.0543
-3.74***
γ50.0273
1.82*
γ6-0.0162
-1.36

0.980

Persistence

34d

Half-life
τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8212
6.20***
α

ARCH

Response to squared shocks

0.0543
8.55***
β

GARCH

Volatility persistence

0.9254
102.84***
γi Spline Coefficients
K=6
γ10.0532
2.84***
γ2-0.1200
-4.32***
γ30.1058
6.34***
γ4-0.0543
-3.74***
γ50.0273
1.82*
γ6-0.0162
-1.36

Persistence:

0.980

Half-life:

34 days