V-Lab: Samwha Electronics Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Samwha Electronics Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:66.38% (+20.18%)

Analysis last updated: Wednesday, May 1, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1309	16.42
$β$	0.7089	43.46
$γ$	-0.0459	-4.37
$λ_{1}$	3.7864	0.32
$λ_{2}$	0.7564	0.31
$λ_{3}$	0.0000	0.00

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

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