V-Lab: Shinil Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shinil Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:14.94% (-0.39%)

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
$ω$	0.5718	4.70
$α$	0.1688	8.87
$β$	0.7806	34.30
$γ_{1}$	-0.0956	-1.53
$γ_{2}$	0.1979	2.17
$γ_{3}$	-0.2392	-3.59
$γ_{4}$	0.2301	3.30
$γ_{5}$	-0.2120	-2.65
$γ_{6}$	0.2566	2.90
$γ_{7}$	-0.2343	-2.69
$γ_{8}$	0.1566	1.96
$γ_{9}$	-0.1704	-2.13
$γ_{10}$	0.1981	3.20

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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