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

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V-Lab

Shindaeyang Paper Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:29.70% (-1.30%)

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
$ω$	1.0695	1.97
$α$	0.1082	4.22
$β$	0.8704	28.03
$γ_{1}$	-0.0640	-0.46
$γ_{2}$	-0.0061	-0.03
$γ_{3}$	0.1907	1.69
$γ_{4}$	-0.2436	-2.79
$γ_{5}$	0.2246	2.57
$γ_{6}$	-0.1388	-1.16
$γ_{7}$	0.0145	0.10
$γ_{8}$	0.0470	0.44

Estimation Period:
Dec 21, 1995 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts