V-Lab
Samsung E&A Co Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:33.85% (-0.75%)
Analysis last updated: Thursday, May 16, 2024 at 11:24 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2018 | 18.17 | |
| 0.0654 | 30.06 | |
| 0.9149 | 344.97 |
Estimation Period:
Dec 25, 1996 to May 14, 2024
Dec 25, 1996 to May 14, 2024
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