V-Lab: Sam Young Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Sam Young Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:41.95% (+2.02%)

Analysis last updated: Saturday, April 27, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7745	5.30
$α$	0.0877	9.20
$β$	0.8813	62.35
$γ_{1}$	0.0039	0.10
$γ_{2}$	0.0007	0.01
$γ_{3}$	-0.0716	-1.81
$γ_{4}$	0.1607	4.35
$γ_{5}$	-0.2148	-5.59
$γ_{6}$	0.2329	5.48
$γ_{7}$	-0.1559	-4.08
$γ_{8}$	0.0510	1.91

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Sam Young Electronics Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH