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V-Lab

Samyung Enc Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, June 5th, 2025:0.03% (0.00%)
Analysis last updated: Thursday, June 5, 2025 at 11:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samyung Enc Co Ltd S0GARCH
paramt-stat
ω4.70473.89
α0.248127.66
β0.7457128.97
γ10.12330.61
γ2-0.1109-0.39
γ3-0.0750-0.42
γ40.14080.74
γ5-0.1311-0.63
γ60.06690.27
γ70.31560.95
γ8-1.7051-5.40
γ92.429615.61
Estimation Period:
Jul 3, 2003 to Jun 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts