V-Lab: Shin Poong Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shin Poong Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.32% (-1.12%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5805	6.11
$α$	0.1649	9.11
$β$	0.7473	29.31
$γ_{1}$	-0.0203	-0.50
$γ_{2}$	0.0553	0.89
$γ_{3}$	-0.1436	-2.97
$γ_{4}$	0.2158	4.18
$γ_{5}$	-0.2056	-4.19
$γ_{6}$	0.1655	3.31
$γ_{7}$	-0.0574	-1.00
$γ_{8}$	-0.0342	-0.60
$γ_{9}$	0.0257	0.53

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts