V-Lab: Sam Jung Pulp Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sam Jung Pulp Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:17.43% (-1.72%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9024	3.54
$α$	0.1511	6.40
$β$	0.7500	20.06
$γ_{1}$	0.2690	1.75
$γ_{2}$	-0.4715	-2.26
$γ_{3}$	0.3157	2.63
$γ_{4}$	-0.1575	-1.38
$γ_{5}$	0.1750	1.57
$γ_{6}$	-0.3302	-3.14
$γ_{7}$	0.3083	4.11

Estimation Period:
Oct 17, 2006 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts