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

V-Lab

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V-Lab

Samsung Electronics Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:28.88% (+0.03%)

Analysis last updated: Saturday, May 11, 2024 at 03:53 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7519	6.78
$α$	0.0536	7.37
$β$	0.9088	70.90
$γ_{1}$	0.0517	1.59
$γ_{2}$	-0.0519	-1.09
$γ_{3}$	-0.0959	-3.14
$γ_{4}$	0.1872	6.92
$γ_{5}$	-0.1366	-5.15
$γ_{6}$	0.0729	2.63
$γ_{7}$	-0.0515	-1.75
$γ_{8}$	0.0565	1.26

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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