V-Lab
V-Lab

Samwha Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:55.30% (+20.31%)

Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samwha Electronics Co Ltd S0GARCH
paramt-stat
ω0.52075.35
α0.12857.25
β0.791330.71
γ1-0.0025-0.05
γ20.04760.66
γ3-0.1375-3.20
γ40.15823.57
γ5-0.1149-2.36
γ60.07221.30
γ70.00720.12
γ8-0.1024-1.71
γ90.11292.36
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts