V-Lab: Samwha Capacitor Co Ltd GJR-GARCH Volatility Analysis

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V-Lab

Samwha Capacitor Co Ltd GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:65.16% (-2.75%)

Analysis last updated: Wednesday, May 1, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1848	16.62
$α$	0.0804	21.92
$β$	0.9102	365.39
$γ$	-0.0058	-0.97

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

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Volatility Forecasts

Volatility Forecasts