V-Lab: Samsung SDI Co Ltd GAS-GARCH Student T Volatility Analysis

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V-Lab

Samsung SDI Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:42.84% (-1.80%)

Analysis last updated: Thursday, May 9, 2024 at 12:42 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.5332	5.28
$α$	0.0567	36.67
$β$	0.9904	497.20
$ν$	5	8.77

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