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

V-Lab

| |

V-Lab

Sungshin Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:21.60% (+0.66%)

Analysis last updated: Saturday, April 20, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6250	5.61
$α$	0.1033	9.74
$β$	0.8601	62.35
$γ_{1}$	-0.0510	-0.98
$γ_{2}$	0.1344	1.72
$γ_{3}$	-0.2314	-4.37
$γ_{4}$	0.2489	4.56
$γ_{5}$	-0.1165	-1.96
$γ_{6}$	-0.0009	-0.02
$γ_{7}$	0.0394	0.66
$γ_{8}$	-0.0718	-1.21
$γ_{9}$	0.0833	2.14

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts