V-Lab: Yeong Hwa Metal Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Yeong Hwa Metal Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:16.12% (+0.41%)

Analysis last updated: Wednesday, May 1, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7753	4.95
$α$	0.1463	9.65
$β$	0.7971	39.95
$γ_{1}$	0.0999	1.57
$γ_{2}$	-0.1188	-1.17
$γ_{3}$	-0.0577	-0.85
$γ_{4}$	0.1269	2.34
$γ_{5}$	-0.0896	-1.70
$γ_{6}$	0.0829	1.52
$γ_{7}$	-0.0667	-1.27
$γ_{8}$	0.1125	2.19
$γ_{9}$	-0.3858	-3.50

Estimation Period:
Jan 26, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts