V-Lab
V-Lab
Samsung SDI Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:43.70% (-0.76%)

Analysis last updated: Friday, May 3, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung SDI Co Ltd GJR-GARCH
paramt-stat
ω0.095018.36
α0.049317.46
β0.9247472.73
γ0.02784.42
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts