Samsung E&A Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:46.04% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7869 | 7.77 | |
| 0.0702 | 6.87 | |
| 0.8787 | 52.01 | |
| -0.1765 | -5.83 | |
| 0.2718 | 5.82 | |
| -0.1505 | -4.56 | |
| 0.1058 | 3.65 | |
| -0.1003 | -2.91 | |
| 0.0899 | 2.20 | |
| -0.0793 | -1.48 |
Estimation Period:
Dec 25, 1996 to Jan 30, 2026
Dec 25, 1996 to Jan 30, 2026
News Impact Curve
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