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Samsung Electro-Mechanics Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:47.60% (+2.64%)
Analysis last updated: Friday, February 6, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung Electro-Mechanics Co Ltd S0GARCH
paramt-stat
ω0.90678.06
α0.05828.57
β0.911184.12
γ10.04743.34
γ2-0.0913-4.19
γ30.05924.09
γ4-0.0139-1.07
γ50.00230.16
γ6-0.0069-0.62
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts