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 Thursday, April 18th, 2024:41.50% (-2.37%)

Analysis last updated: Thursday, April 18, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9518	5.35
$α$	0.1357	7.71
$β$	0.7841	31.54
$γ_{1}$	0.0154	0.22
$γ_{2}$	-0.0394	-0.36
$γ_{3}$	-0.0554	-0.50
$γ_{4}$	0.1993	1.32
$γ_{5}$	-0.2122	-1.29
$γ_{6}$	0.2163	1.54
$γ_{7}$	-0.2647	-2.12
$γ_{8}$	0.2817	2.15
$γ_{9}$	-0.2330	-1.24
$γ_{10}$	0.1092	0.67

Estimation Period:
Sep 10, 1993 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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