V-Lab
V-Lab

Shinil Electronics Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:12.51% (-0.30%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinil Electronics Co Ltd SGARCH
paramt-stat
ω0.52064.45
α0.16618.96
β0.778132.47
γ1-0.1360-2.13
γ20.26382.89
γ3-0.2850-4.46
γ40.26603.98
γ5-0.2382-3.08
γ60.27253.18
γ7-0.2357-2.78
γ80.13261.62
γ9-0.0942-0.93
γ10-0.0109-0.07
Estimation Period:
Jan 3, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts