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Samsung Must Special Purpose Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, January 24, 2024 at 11:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Samsung Must Special Purpose S0GARCH
paramt-stat
ω0.88841.18
α0.47183.13
β0.27893.28
γ1-30.9833-0.52
γ231.40920.37
γ337.46240.98
γ4-92.3202-4.79
γ595.67015.27
γ6-76.4052-2.49
γ758.48951.46
γ8-28.9404-0.86
γ9-9.6597-0.39
γ1030.80222.26
Estimation Period:
Jun 17, 2021 to Jan 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts