V-Lab: Samhwa Crown & Closure Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Samhwa Crown & Closure Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.53% (+3.18%)

Analysis last updated: Sunday, April 21, 2024 at 12:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8946	6.36
$α$	0.2378	7.17
$β$	0.6513	18.50
$γ_{1}$	-0.0025	-0.05
$γ_{2}$	0.0286	0.42
$γ_{3}$	-0.1617	-3.61
$γ_{4}$	0.2772	5.79
$γ_{5}$	-0.2125	-4.61
$γ_{6}$	0.0911	2.11
$γ_{7}$	-0.0665	-1.32
$γ_{8}$	0.1643	2.67
$γ_{9}$	-0.1864	-3.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Samhwa Crown & Closure Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH