V-Lab: Samwha Capacitor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Samwha Capacitor Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:56.99% (-4.48%)

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
$ω$	0.6726	6.22
$α$	0.1041	8.99
$β$	0.8367	44.51
$γ_{1}$	0.0199	0.43
$γ_{2}$	0.0082	0.12
$γ_{3}$	-0.1318	-3.09
$γ_{4}$	0.2293	5.08
$γ_{5}$	-0.2453	-4.71
$γ_{6}$	0.1635	2.97
$γ_{7}$	0.0070	0.12
$γ_{8}$	-0.1302	-2.70
$γ_{9}$	0.1184	3.42

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

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Volatility Forecasts