V-Lab: Shin Hwa Dynamics Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Shin Hwa Dynamics Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:14.34% (+0.47%)

Analysis last updated: Wednesday, May 1, 2024 at 10:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6060	8.18
$α$	0.1391	9.26
$β$	0.7474	26.44
$γ_{1}$	-0.0464	-1.45
$γ_{2}$	0.1046	2.21
$γ_{3}$	-0.1641	-4.52
$γ_{4}$	0.1681	4.26
$γ_{5}$	-0.0938	-2.25
$γ_{6}$	0.0601	1.17
$γ_{7}$	-0.0285	-0.44
$γ_{8}$	0.0223	0.30
$γ_{9}$	-0.2493	-2.57

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts