Skip to main content
V-Lab

Samsung Special Purpose Acqu 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 SGARCH
paramt-stat
ω3.33561.97
α0.22242.89
β0.07150.59
γ128.26431.02
γ2-37.2166-1.13
γ330.49002.14
γ4-34.6246-1.44
γ510.48730.34
γ6-10.6478-0.30
γ747.98701.06
γ8-69.2764-1.42
γ965.41651.94
γ10-92.6853-2.95
Estimation Period:
May 21, 2021 to Dec 22, 2023
Impact of return on volatility tomorrow
Volatility Forecasts