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

V-Lab

| |

V-Lab

SC Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:42.65% (-0.88%)

Analysis last updated: Thursday, April 18, 2024 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1568	5.55
$α$	0.1661	8.64
$β$	0.7656	29.10
$γ_{1}$	-0.1429	-2.87
$γ_{2}$	0.2772	3.64
$γ_{3}$	-0.2432	-4.10
$γ_{4}$	0.2014	3.45
$γ_{5}$	-0.1458	-2.61
$γ_{6}$	0.0678	1.49
$γ_{7}$	-0.0176	-0.52

Estimation Period:
Jun 23, 1997 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts