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V-Lab

Samsung Special Purpose Acqu Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, December 28, 2023 at 03:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Samsung Special Purpose Acqu S0GARCH
paramt-stat
ω2.36902.04
α0.17972.60
β0.36572.09
γ14.71640.28
γ24.74760.19
γ3-13.6994-0.87
γ4-6.5812-0.47
γ527.97831.90
γ6-29.8147-1.66
γ717.70951.25
Estimation Period:
May 21, 2021 to Dec 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts