V-Lab: Samyang Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Samyang Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:36.10% (-0.69%)

Analysis last updated: Sunday, April 21, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0389	5.05
$α$	0.1515	3.21
$β$	0.5183	5.00
$γ_{1}$	-0.4491	-1.29
$γ_{2}$	1.6661	3.24
$γ_{3}$	-2.6589	-7.17
$γ_{4}$	2.0576	6.00
$γ_{5}$	-0.4878	-1.59
$γ_{6}$	0.0200	0.07
$γ_{7}$	-0.8088	-1.79
$γ_{8}$	1.3417	2.42
$γ_{9}$	-0.9579	-2.66

Estimation Period:
Dec 5, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts