V-Lab: Samyang Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Samyang Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:19.00% (-0.62%)

Analysis last updated: Sunday, April 21, 2024 at 12:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9098	6.30
$α$	0.0932	7.77
$β$	0.8713	58.26
$γ_{1}$	0.0145	0.32
$γ_{2}$	0.0291	0.41
$γ_{3}$	-0.1509	-2.76
$γ_{4}$	0.1682	3.08
$γ_{5}$	-0.0578	-1.12
$γ_{6}$	-0.0339	-0.64
$γ_{7}$	0.0870	1.71
$γ_{8}$	-0.1275	-2.73
$γ_{9}$	0.1095	3.30

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts