V-Lab: Shin Hwa Dynamics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Shin Hwa Dynamics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:26.93% (-0.62%)

Analysis last updated: Sunday, April 21, 2024 at 12:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6407	7.80
$α$	0.1317	8.67
$β$	0.7717	29.85
$γ_{1}$	-0.0407	-0.94
$γ_{2}$	0.1046	1.62
$γ_{3}$	-0.1564	-3.08
$γ_{4}$	0.1077	1.84
$γ_{5}$	0.0002	0.00
$γ_{6}$	-0.0302	-0.43
$γ_{7}$	0.0357	0.56
$γ_{8}$	0.0159	0.19
$γ_{9}$	-0.1292	-1.39
$γ_{10}$	0.1438	2.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts