V-Lab: Sam Jung Pulp Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sam Jung Pulp Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:13.42% (-0.44%)

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
$ω$	1.9052	3.57
$α$	0.1513	6.38
$β$	0.7481	19.84
$γ_{1}$	0.2698	1.77
$γ_{2}$	-0.4726	-2.28
$γ_{3}$	0.3169	2.66
$γ_{4}$	-0.1588	-1.41
$γ_{5}$	0.1763	1.60
$γ_{6}$	-0.3332	-3.21
$γ_{7}$	0.3123	4.22

Estimation Period:
Oct 17, 2006 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts