V-Lab
V-Lab

Samsung Climate Control Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:10.98% (-0.75%)

Analysis last updated: Thursday, May 9, 2024 at 12:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung Climate Control Co Ltd SGARCH
paramt-stat
ω0.86325.47
α0.12886.64
β0.766922.85
γ10.06421.21
γ2-0.0284-0.39
γ3-0.1154-2.54
γ40.05571.15
γ50.07041.13
γ6-0.0966-1.16
γ70.13821.03
γ8-0.1834-1.17
γ90.29492.50
γ10-0.6658-5.21
Estimation Period:
Jan 3, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts