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

V-Lab

| |

V-Lab

Samchully Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.53% (-0.64%)

Analysis last updated: Sunday, April 21, 2024 at 12:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0295	6.88
$α$	0.1519	9.11
$β$	0.7300	26.84
$γ_{1}$	0.0067	0.18
$γ_{2}$	0.0069	0.13
$γ_{3}$	-0.1422	-3.54
$γ_{4}$	0.3158	7.12
$γ_{5}$	-0.3408	-6.97
$γ_{6}$	0.2698	5.88
$γ_{7}$	-0.2305	-5.20
$γ_{8}$	0.2449	3.87
$γ_{9}$	-0.1945	-2.99

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts