V-Lab: Sam Yung Trading Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Sam Yung Trading Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:13.99% (-0.55%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9547	8.62
$α$	0.0916	7.82
$β$	0.8472	40.40
$γ_{1}$	-0.0029	-0.08
$γ_{2}$	0.0271	0.47
$γ_{3}$	-0.1231	-2.25
$γ_{4}$	0.2074	3.24
$γ_{5}$	-0.2009	-3.41
$γ_{6}$	0.1868	4.04
$γ_{7}$	-0.1758	-4.54
$γ_{8}$	0.0919	2.36
$γ_{9}$	0.0174	0.61

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts