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

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V-Lab

Shinsung Tongsang Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:22.70% (-0.55%)

Analysis last updated: Wednesday, May 1, 2024 at 10:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9897	4.31
$α$	0.1049	9.60
$β$	0.8851	76.47
$γ_{1}$	-0.0059	-2.67
$γ_{2}$	0.0080	2.86

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts