V-Lab: Suheung Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Suheung Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:21.92% (-0.88%)

Analysis last updated: Friday, May 3, 2024 at 12:06 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1060	24.28
$β$	0.7271	65.60
$γ$	0.0096	1.61
$λ_{1}$	0.0082	1.73
$λ_{2}$	0.0130	4.03
$λ_{3}$	0.9857	269.01

Estimation Period:
Mar 27, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts