Samsung E&A Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:39.31% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7886 | 7.83 | |
| 0.0700 | 6.85 | |
| 0.8784 | 51.70 | |
| -0.1759 | -5.87 | |
| 0.2710 | 5.86 | |
| -0.1504 | -4.60 | |
| 0.1058 | 3.68 | |
| -0.1006 | -2.95 | |
| 0.0910 | 2.24 | |
| -0.0836 | -1.56 |
Estimation Period:
Dec 25, 1996 to Feb 13, 2026
Dec 25, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Samsung E&A Co Ltd Analyses
Other Spline-GARCH Analyses on International Equities