Samsung Electro-Mechanics Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.60% (+2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9067 | 8.06 | |
| 0.0582 | 8.57 | |
| 0.9111 | 84.12 | |
| 0.0474 | 3.34 | |
| -0.0913 | -4.19 | |
| 0.0592 | 4.09 | |
| -0.0139 | -1.07 | |
| 0.0023 | 0.16 | |
| -0.0069 | -0.62 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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