V-Lab
Samsung Electro-Mechanics Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:35.74% (-1.57%)
Analysis last updated: Thursday, May 2, 2024 at 11:53 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 15.06 | |
| 0.1168 | 38.31 | |
| 0.9875 | 1253.14 | |
| -0.0245 | -8.86 |
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Jan 3, 1990 to Apr 30, 2024
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