Samsung Heavy Industries Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:50.14% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4968 | 4.80 | |
| 0.0717 | 8.25 | |
| 0.8857 | 63.84 | |
| -0.0857 | -3.35 | |
| 0.0993 | 2.76 | |
| -0.0192 | -0.89 | |
| 0.0263 | 1.27 | |
| -0.0499 | -1.69 | |
| 0.0818 | 1.80 |
Estimation Period:
Jan 28, 1994 to Feb 13, 2026
Jan 28, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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