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

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V-Lab

SC Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:40.99% (-0.51%)

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
$ω$	1.1709	5.55
$α$	0.1665	8.65
$β$	0.7668	29.35
$γ_{1}$	-0.1411	-2.83
$γ_{2}$	0.2748	3.59
$γ_{3}$	-0.2424	-4.06
$γ_{4}$	0.2015	3.42
$γ_{5}$	-0.1457	-2.60
$γ_{6}$	0.0661	1.45
$γ_{7}$	-0.0153	-0.46

Estimation Period:
Jun 23, 1997 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts