V-Lab
Samsung Publishing Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:63.50% (+0.90%)
Analysis last updated: Thursday, May 9, 2024 at 12:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8676 | 3.07 | |
| 0.1461 | 6.60 | |
| 0.8004 | 32.95 | |
| 0.0776 | 0.51 | |
| -0.0411 | -0.20 | |
| -0.1326 | -1.12 | |
| 0.2420 | 1.66 | |
| -0.3643 | -2.18 | |
| 0.5273 | 3.70 | |
| -0.7230 | -5.45 | |
| 0.9957 | 3.97 |
Estimation Period:
Aug 5, 2002 to May 3, 2024
Aug 5, 2002 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other Samsung Publishing Co Ltd Analyses