Samsung Must Special Purpose Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8770 | 1.22 | |
| 0.3726 | 2.34 | |
| 0.2884 | 2.37 | |
| -25.5215 | -0.44 | |
| 23.5583 | 0.29 | |
| 41.9393 | 1.15 | |
| -95.7507 | -5.22 | |
| 97.3757 | 5.62 | |
| -75.8533 | -2.58 | |
| 57.5135 | 1.50 | |
| -35.9754 | -1.11 | |
| 23.3828 | 0.87 | |
| -58.7936 | -1.98 |
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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