V-Lab: Sam Young Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sam Young Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:48.99% (+3.48%)

Analysis last updated: Sunday, April 21, 2024 at 12:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7749	5.30
$α$	0.0881	9.21
$β$	0.8808	62.10
$γ_{1}$	0.0041	0.10
$γ_{2}$	0.0007	0.01
$γ_{3}$	-0.0723	-1.82
$γ_{4}$	0.1620	4.37
$γ_{5}$	-0.2161	-5.58
$γ_{6}$	0.2331	5.47
$γ_{7}$	-0.1551	-4.06
$γ_{8}$	0.0501	1.88

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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