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Samsung Electro-Mechanics Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.79% (-0.89%)
Analysis last updated: Sunday, February 8, 2026 at 01:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung Electro-Mechanics Co Ltd S0GARCH
paramt-stat
ω0.90768.02
α0.05768.57
β0.912385.30
γ10.04753.32
γ2-0.0915-4.18
γ30.05954.09
γ4-0.0146-1.11
γ50.00360.25
γ6-0.0083-0.74
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts