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

V-Lab

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V-Lab

SKC Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:69.48% (-2.76%)

Analysis last updated: Friday, April 19, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.4338	11.81
$α$	0.0635	7.47
$β$	0.9123	80.44
$γ_{1}$	0.0014	5.40

Estimation Period:
Jul 18, 1997 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts