V-Lab: Shin Poong Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shin Poong Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:35.68% (-0.94%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5830	6.20
$α$	0.1643	9.09
$β$	0.7471	29.21
$γ_{1}$	-0.0178	-0.44
$γ_{2}$	0.0514	0.84
$γ_{3}$	-0.1415	-2.94
$γ_{4}$	0.2150	4.17
$γ_{5}$	-0.2058	-4.21
$γ_{6}$	0.1667	3.35
$γ_{7}$	-0.0591	-1.03
$γ_{8}$	-0.0337	-0.59
$γ_{9}$	0.0265	0.55

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts