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

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V-Lab

Samchully Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:29.04% (+0.49%)

Analysis last updated: Saturday, May 4, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0756	7.23
$α$	0.1539	9.14
$β$	0.7275	26.60
$γ_{1}$	0.0137	0.38
$γ_{2}$	0.0014	0.03
$γ_{3}$	-0.1484	-3.73
$γ_{4}$	0.3265	7.43
$γ_{5}$	-0.3517	-7.24
$γ_{6}$	0.2771	6.05
$γ_{7}$	-0.2302	-5.27
$γ_{8}$	0.2312	3.80
$γ_{9}$	-0.1542	-2.28

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts