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

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V-Lab

Samwonsteel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:23.41% (-1.25%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5585	3.82
$α$	0.1425	4.88
$β$	0.7492	14.51
$γ_{1}$	-0.5434	-0.80
$γ_{2}$	1.7147	1.74
$γ_{3}$	-2.0951	-3.26
$γ_{4}$	1.1928	1.91
$γ_{5}$	0.2260	0.37
$γ_{6}$	-1.0104	-1.40
$γ_{7}$	1.3225	1.74
$γ_{8}$	-1.7094	-2.27
$γ_{9}$	1.2244	1.68
$γ_{10}$	-0.3415	-0.80

Estimation Period:
Jul 22, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts