V-Lab: Samick Musical Instruments Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Samick Musical Instruments Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:16.08% (-0.93%)

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
$ω$	0.6152	6.19
$α$	0.1567	11.03
$β$	0.7662	38.82
$γ_{1}$	-0.0497	-1.24
$γ_{2}$	0.1395	2.40
$γ_{3}$	-0.2559	-6.32
$γ_{4}$	0.2720	6.41
$γ_{5}$	-0.1406	-2.93
$γ_{6}$	0.0660	1.25
$γ_{7}$	-0.0698	-1.38
$γ_{8}$	0.0176	0.36
$γ_{9}$	0.0619	1.54

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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