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Samsung C&T Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.74% (+1.82%)
Analysis last updated: Friday, February 13, 2026 at 09:52 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samsung C&T Corp S0GARCH
paramt-stat
ω2.04935.40
α0.05443.52
β0.847618.35
γ10.44271.93
γ2-0.5913-1.56
γ30.53891.58
γ4-0.7939-2.16
γ50.48381.48
γ60.25041.10
γ7-0.5770-4.16
Estimation Period:
Dec 18, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts