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Samsung Must Special Purpose Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, January 24, 2024 at 11:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Samsung Must Special Purpose SGARCH
paramt-stat
ω0.87701.22
α0.37262.34
β0.28842.37
γ1-25.5215-0.44
γ223.55830.29
γ341.93931.15
γ4-95.7507-5.22
γ597.37575.62
γ6-75.8533-2.58
γ757.51351.50
γ8-35.9754-1.11
γ923.38280.87
γ10-58.7936-1.98
Estimation Period:
Jun 17, 2021 to Jan 19, 2024
Impact of return on volatility tomorrow
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