V-Lab: Samwha Capacitor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Samwha Capacitor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:60.89% (-4.89%)

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
$ω$	0.6727	6.20
$α$	0.1040	8.98
$β$	0.8366	44.48
$γ_{1}$	0.0223	0.48
$γ_{2}$	0.0041	0.06
$γ_{3}$	-0.1290	-3.02
$γ_{4}$	0.2268	5.00
$γ_{5}$	-0.2421	-4.62
$γ_{6}$	0.1594	2.90
$γ_{7}$	0.0114	0.20
$γ_{8}$	-0.1341	-2.80
$γ_{9}$	0.1207	3.49

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts