V-Lab: Sung Moon Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sung Moon Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:32.41% (+2.42%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6976	6.17
$α$	0.1760	7.92
$β$	0.7435	29.13
$γ_{1}$	0.0379	1.29
$γ_{2}$	-0.0739	-1.84
$γ_{3}$	0.0188	0.48
$γ_{4}$	0.0626	1.52
$γ_{5}$	-0.1207	-2.98
$γ_{6}$	0.1897	4.63
$γ_{7}$	-0.2316	-5.02
$γ_{8}$	0.1693	4.70

Estimation Period:
Mar 26, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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