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

V-Lab

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V-Lab

Samsung SDI Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:43.65% (-1.40%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8394	5.12
$α$	0.0674	8.18
$β$	0.9020	77.04
$γ_{1}$	0.0393	1.00
$γ_{2}$	-0.0212	-0.38
$γ_{3}$	-0.1034	-2.74
$γ_{4}$	0.1739	5.03
$γ_{5}$	-0.1502	-4.29
$γ_{6}$	0.1072	2.96
$γ_{7}$	-0.0727	-2.26
$γ_{8}$	0.0337	1.39

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

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Volatility Forecasts

Volatility Forecasts