Samsung Electro-Mechanics Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.79% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9076 | 8.02 | |
| 0.0576 | 8.57 | |
| 0.9123 | 85.30 | |
| 0.0475 | 3.32 | |
| -0.0915 | -4.18 | |
| 0.0595 | 4.09 | |
| -0.0146 | -1.11 | |
| 0.0036 | 0.25 | |
| -0.0083 | -0.74 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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