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

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V-Lab

Sungshin Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:19.68% (-0.17%)

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
$ω$	0.6385	5.51
$α$	0.1033	9.83
$β$	0.8626	64.87
$γ_{1}$	-0.0496	-0.93
$γ_{2}$	0.1326	1.66
$γ_{3}$	-0.2306	-4.25
$γ_{4}$	0.2488	4.44
$γ_{5}$	-0.1172	-1.92
$γ_{6}$	-0.0012	-0.02
$γ_{7}$	0.0426	0.70
$γ_{8}$	-0.0802	-1.32
$γ_{9}$	0.0933	2.36

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts