V-Lab: Songwon Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Songwon Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:38.73% (-1.87%)

Analysis last updated: Thursday, April 18, 2024 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6966	9.04
$α$	0.1094	9.40
$β$	0.7893	31.10
$γ_{1}$	0.0214	1.68
$γ_{2}$	-0.0608	-3.01
$γ_{3}$	0.0709	4.33
$γ_{4}$	-0.0477	-3.06
$γ_{5}$	0.0178	1.27
$γ_{6}$	0.0006	0.06

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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