V-Lab: Soosan Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Soosan Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.69% (+0.71%)

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
$ω$	0.9192	2.94
$α$	0.1785	8.37
$β$	0.7764	39.30
$γ_{1}$	0.0815	0.82
$γ_{2}$	-0.0458	-0.34
$γ_{3}$	-0.1248	-1.59
$γ_{4}$	0.0476	0.61
$γ_{5}$	0.1363	2.00
$γ_{6}$	-0.1897	-3.02
$γ_{7}$	0.1757	2.38
$γ_{8}$	-0.0369	-0.35
$γ_{9}$	-0.1695	-1.47
$γ_{10}$	0.1884	2.50

Estimation Period:
Aug 30, 1991 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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