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

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V-Lab

Samchully Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:26.60% (+0.54%)

Analysis last updated: Saturday, May 4, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0452	6.95
$α$	0.1523	9.15
$β$	0.7313	27.03
$γ_{1}$	0.0096	0.26
$γ_{2}$	0.0026	0.05
$γ_{3}$	-0.1397	-3.47
$γ_{4}$	0.3141	7.05
$γ_{5}$	-0.3401	-6.92
$γ_{6}$	0.2691	5.81
$γ_{7}$	-0.2289	-5.16
$γ_{8}$	0.2423	3.84
$γ_{9}$	-0.1919	-2.95

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts