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 Thursday, April 18th, 2024:70.54% (-5.64%)

Analysis last updated: Thursday, April 18, 2024 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6788	6.29
$α$	0.1042	8.92
$β$	0.8361	44.10
$γ_{1}$	0.0252	0.54
$γ_{2}$	0.0013	0.02
$γ_{3}$	-0.1307	-3.08
$γ_{4}$	0.2305	5.13
$γ_{5}$	-0.2461	-4.75
$γ_{6}$	0.1612	2.95
$γ_{7}$	0.0131	0.23
$γ_{8}$	-0.1372	-2.84
$γ_{9}$	0.1231	3.52

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts