V-Lab: Samyang Foods Co Ltd AGARCH Volatility Analysis

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V-Lab

Samyang Foods Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Wednesday, April 17th, 2024:43.07% (-2.19%)

Analysis last updated: Wednesday, April 17, 2024 at 10:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2476	26.17
$α$	0.1169	41.28
$β$	0.8680	309.65
$γ$	-0.2067	-3.57

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts