V-Lab: SAMHWA Paints Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SAMHWA Paints Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:45.54% (+4.88%)

Analysis last updated: Sunday, April 21, 2024 at 12:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0102	5.82
$α$	0.1397	7.78
$β$	0.7759	30.69
$γ_{1}$	0.0350	0.53
$γ_{2}$	-0.0649	-0.61
$γ_{3}$	-0.0466	-0.43
$γ_{4}$	0.1974	1.34
$γ_{5}$	-0.2164	-1.34
$γ_{6}$	0.2226	1.61
$γ_{7}$	-0.2704	-2.20
$γ_{8}$	0.2863	2.23
$γ_{9}$	-0.2367	-1.27
$γ_{10}$	0.1121	0.69

Estimation Period:
Sep 10, 1993 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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