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

V-Lab

| |

V-Lab

Sunjin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:24.60% (-0.16%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6921	3.53
$α$	0.0675	3.37
$β$	0.8668	19.85
$γ_{1}$	0.4912	2.07
$γ_{2}$	-0.9003	-2.86
$γ_{3}$	0.9519	3.54
$γ_{4}$	-1.0230	-2.54
$γ_{5}$	0.9112	2.24
$γ_{6}$	-0.8667	-2.98
$γ_{7}$	0.6429	3.80

Estimation Period:
Feb 16, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts