V-Lab
V-Lab

Sung Moon Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:30.01% (+1.81%)

Analysis last updated: Thursday, March 28, 2024 at 12:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sung Moon Electronics Co Ltd S0GARCH
paramt-stat
ω0.67416.16
α0.17657.95
β0.740528.61
γ10.03281.13
γ2-0.0675-1.69
γ30.01690.43
γ40.06371.55
γ5-0.1218-3.02
γ60.19074.65
γ7-0.2309-4.98
γ80.16724.61
Estimation Period:
Mar 26, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
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