V-Lab: Sunny Electronics Corp Spline-GARCH Volatility Analysis

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V-Lab

Sunny Electronics Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:44.80% (-6.05%)

Analysis last updated: Saturday, April 27, 2024 at 11:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5552	7.93
$α$	0.1752	8.36
$β$	0.7342	29.33
$γ_{1}$	-0.0214	-0.75
$γ_{2}$	0.0269	0.62
$γ_{3}$	-0.0480	-1.50
$γ_{4}$	0.0521	1.49
$γ_{5}$	0.0456	1.15
$γ_{6}$	-0.1205	-2.70
$γ_{7}$	0.1146	2.31
$γ_{8}$	-0.1829	-2.84

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts