V-Lab: Samick Musical Instruments Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Samick Musical Instruments Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:15.04% (-1.00%)

Analysis last updated: Sunday, April 21, 2024 at 12:23 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5817	6.05
$α$	0.1588	11.07
$β$	0.7599	38.83
$γ_{1}$	-0.0725	-1.81
$γ_{2}$	0.1764	3.06
$γ_{3}$	-0.2811	-7.09
$γ_{4}$	0.2925	6.99
$γ_{5}$	-0.1586	-3.35
$γ_{6}$	0.0833	1.58
$γ_{7}$	-0.0894	-1.70
$γ_{8}$	0.0470	0.75
$γ_{9}$	0.0023	0.02

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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