Samsung Must Special Purpose Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8884 | 1.18 | |
| 0.4718 | 3.13 | |
| 0.2789 | 3.28 | |
| -30.9833 | -0.52 | |
| 31.4092 | 0.37 | |
| 37.4624 | 0.98 | |
| -92.3202 | -4.79 | |
| 95.6701 | 5.27 | |
| -76.4052 | -2.49 | |
| 58.4895 | 1.46 | |
| -28.9404 | -0.86 | |
| -9.6597 | -0.39 | |
| 30.8022 | 2.26 |
Estimation Period:
Jun 17, 2021 to Jan 19, 2024
Jun 17, 2021 to Jan 19, 2024
News Impact Curve
Volatility Forecasts
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