V-Lab
V-Lab

Samyang Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:85.02% (+45.13%)

Analysis last updated: Wednesday, March 27, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samyang Corp S0GARCH
paramt-stat
ω1.03225.04
α0.14923.14
β0.51724.84
γ1-0.4885-1.38
γ21.73793.33
γ3-2.7054-7.21
γ42.06545.99
γ5-0.4993-1.62
γ60.10020.33
γ7-0.9344-1.94
γ81.41832.48
γ9-0.9628-2.48
Estimation Period:
Dec 5, 2011 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts