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V-Lab

Sam-A Pharm Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.85% (-0.36%)
Analysis last updated: Friday, February 13, 2026 at 09:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sam-A Pharm Co Ltd S0GARCH
paramt-stat
ω1.25881.54
α0.06294.86
β0.918370.18
γ10.55060.74
γ2-0.7788-0.70
γ30.17020.26
γ40.49770.96
γ5-0.9300-1.34
γ60.66850.90
γ7-0.2679-0.55
γ80.31460.91
γ9-0.5409-1.47
γ100.48312.53
Estimation Period:
Oct 16, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts