Samsung Special Purpose EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0910 | 7.80 | |
| 0.3423 | 14.27 | |
| 0.9686 | 219.54 | |
| -0.0147 | -0.96 |
Estimation Period:
Jun 30, 2022 to Feb 7, 2025
Jun 30, 2022 to Feb 7, 2025
News Impact Curve
Volatility Forecasts
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