V-Lab: Samsung Publishing Co Ltd EGARCH Volatility Analysis

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V-Lab

Samsung Publishing Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.56% (-3.32%)

Analysis last updated: Friday, May 3, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1239	19.44
$α$	0.2741	33.52
$β$	0.9571	355.40
$γ$	0.0133	2.10

Estimation Period:
Aug 5, 2002 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts