V-Lab
V-Lab

SAMHWA Paints Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:55.87% (+0.93%)

Analysis last updated: Saturday, April 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SAMHWA Paints Industrial Co Ltd SGARCH
paramt-stat
ω1.01675.41
α0.14518.60
β0.782332.86
γ10.02710.38
γ2-0.0464-0.41
γ3-0.0699-0.61
γ40.21891.40
γ5-0.2326-1.35
γ60.23871.59
γ7-0.3037-2.24
γ80.37312.74
γ9-0.4331-2.27
γ100.53941.55
Estimation Period:
Sep 10, 1993 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts