V-Lab: Samwha Electric Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Samwha Electric Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:148.77% (+39.65%)

Analysis last updated: Wednesday, May 1, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5682	5.05
$α$	0.1623	9.99
$β$	0.7312	29.38
$γ_{1}$	0.0153	0.35
$γ_{2}$	0.0003	0.00
$γ_{3}$	-0.0829	-1.92
$γ_{4}$	0.1389	2.98
$γ_{5}$	-0.1354	-2.84
$γ_{6}$	0.0884	1.64
$γ_{7}$	0.0103	0.15
$γ_{8}$	-0.1218	-1.82
$γ_{9}$	0.2430	2.88

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts