V-Lab: Samsung E&A Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Samsung E&A Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:31.06% (-0.62%)

Analysis last updated: Thursday, May 16, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7081	6.56
$α$	0.0730	6.57
$β$	0.8710	47.86
$γ_{1}$	-0.2475	-4.38
$γ_{2}$	0.3155	3.62
$γ_{3}$	-0.0332	-0.56
$γ_{4}$	-0.1105	-2.28
$γ_{5}$	0.1775	3.75
$γ_{6}$	-0.2068	-3.71
$γ_{7}$	0.1823	2.80
$γ_{8}$	-0.1305	-1.40

Estimation Period:
Dec 25, 1996 to May 14, 2024

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Volatility Forecasts

Volatility Forecasts