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

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V-Lab

Samyang Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:18.33% (-0.32%)

Analysis last updated: Wednesday, May 1, 2024 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9110	6.31
$α$	0.0933	7.77
$β$	0.8713	58.26
$γ_{1}$	0.0150	0.33
$γ_{2}$	0.0281	0.40
$γ_{3}$	-0.1499	-2.76
$γ_{4}$	0.1679	3.08
$γ_{5}$	-0.0581	-1.13
$γ_{6}$	-0.0336	-0.64
$γ_{7}$	0.0873	1.71
$γ_{8}$	-0.1290	-2.76
$γ_{9}$	0.1116	3.36

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts