V-Lab: Samwha Electric Co Ltd EGARCH Volatility Analysis

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V-Lab

Samwha Electric Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:84.47% (-13.52%)

Analysis last updated: Thursday, April 18, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2660	31.45
$α$	0.3132	48.85
$β$	0.9036	277.85
$γ$	0.0083	1.23

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts