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

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V-Lab

Samwha Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:91.07% (-12.68%)

Analysis last updated: Thursday, April 18, 2024 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6349	5.48
$α$	0.1656	9.72
$β$	0.7435	31.57
$γ_{1}$	0.0436	1.73
$γ_{2}$	-0.0865	-2.39
$γ_{3}$	0.0718	2.92
$γ_{4}$	-0.0641	-2.49
$γ_{5}$	0.0684	2.50
$γ_{6}$	-0.0578	-1.92
$γ_{7}$	0.0346	1.42

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts