Samsung Special Purpose Acqu Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3356 | 1.97 | |
| 0.2224 | 2.89 | |
| 0.0715 | 0.59 | |
| 28.2643 | 1.02 | |
| -37.2166 | -1.13 | |
| 30.4900 | 2.14 | |
| -34.6246 | -1.44 | |
| 10.4873 | 0.34 | |
| -10.6478 | -0.30 | |
| 47.9870 | 1.06 | |
| -69.2764 | -1.42 | |
| 65.4165 | 1.94 | |
| -92.6853 | -2.95 |
Estimation Period:
May 21, 2021 to Dec 22, 2023
May 21, 2021 to Dec 22, 2023
News Impact Curve
Volatility Forecasts
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