V-Lab
Samsung E&A Co Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:40.82% (-1.63%)
Analysis last updated: Thursday, May 2, 2024 at 11:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3293 | 24.24 | |
| 0.0924 | 46.82 | |
| 0.8707 | 425.75 | |
| 0.7765 | 13.23 |
Estimation Period:
Dec 25, 1996 to Apr 30, 2024
Dec 25, 1996 to Apr 30, 2024
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