V-Lab: Shinil Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shinil Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:14.73% (-0.28%)

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
$ω$	0.5701	4.63
$α$	0.1691	8.90
$β$	0.7810	34.52
$γ_{1}$	-0.0972	-1.53
$γ_{2}$	0.2000	2.17
$γ_{3}$	-0.2399	-3.58
$γ_{4}$	0.2305	3.29
$γ_{5}$	-0.2125	-2.65
$γ_{6}$	0.2576	2.91
$γ_{7}$	-0.2353	-2.69
$γ_{8}$	0.1574	1.96
$γ_{9}$	-0.1708	-2.13
$γ_{10}$	0.1977	3.21

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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