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Samsung E&A Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.77% (-1.64%)
Analysis last updated: Thursday, February 12, 2026 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung E&A Co Ltd S0GARCH
paramt-stat
ω0.80187.86
α0.06896.84
β0.881553.00
γ1-0.1704-5.59
γ20.26165.56
γ3-0.1425-4.30
γ40.09723.37
γ5-0.0891-2.68
γ60.07092.02
γ7-0.0345-1.40
Estimation Period:
Dec 25, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts