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

V-Lab

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V-Lab

Samwha Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:39.71% (-1.05%)

Analysis last updated: Sunday, April 21, 2024 at 12:16 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5237	5.39
$α$	0.1298	7.24
$β$	0.7906	30.63
$γ_{1}$	-0.0059	-0.12
$γ_{2}$	0.0533	0.74
$γ_{3}$	-0.1403	-3.26
$γ_{4}$	0.1588	3.57
$γ_{5}$	-0.1150	-2.35
$γ_{6}$	0.0722	1.30
$γ_{7}$	0.0079	0.13
$γ_{8}$	-0.1048	-1.74
$γ_{9}$	0.1164	2.41

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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