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

V-Lab

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V-Lab

Samsung Climate Control Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:26.04% (+1.12%)

Analysis last updated: Saturday, May 4, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9230	6.48
$α$	0.1420	5.19
$β$	0.7765	21.89
$γ_{1}$	0.0658	3.71
$γ_{2}$	-0.1255	-4.48
$γ_{3}$	0.0681	2.71
$γ_{4}$	-0.0038	-0.12
$γ_{5}$	0.0177	0.52
$γ_{6}$	-0.0371	-1.46

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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