V-Lab: SAMHWA Paints Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SAMHWA Paints Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:43.57% (+1.22%)

Analysis last updated: Saturday, April 27, 2024 at 11:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0129	5.85
$α$	0.1373	7.73
$β$	0.7790	31.00
$γ_{1}$	0.0363	0.55
$γ_{2}$	-0.0655	-0.62
$γ_{3}$	-0.0489	-0.45
$γ_{4}$	0.1999	1.35
$γ_{5}$	-0.2176	-1.34
$γ_{6}$	0.2231	1.61
$γ_{7}$	-0.2710	-2.20
$γ_{8}$	0.2865	2.23
$γ_{9}$	-0.2366	-1.27
$γ_{10}$	0.1121	0.69

Estimation Period:
Sep 10, 1993 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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