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

V-Lab

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V-Lab

Samwha Capacitor Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:59.74% (-4.33%)

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
$ω$	0.6546	6.14
$α$	0.1037	8.92
$β$	0.8342	43.49
$γ_{1}$	0.0150	0.32
$γ_{2}$	0.0166	0.25
$γ_{3}$	-0.1402	-3.36
$γ_{4}$	0.2392	5.39
$γ_{5}$	-0.2528	-4.94
$γ_{6}$	0.1635	3.02
$γ_{7}$	0.0201	0.35
$γ_{8}$	-0.1666	-2.66
$γ_{9}$	0.2139	2.08

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts