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

V-Lab

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V-Lab

Sung Moon Electronics Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:26.37% (-0.49%)

Analysis last updated: Saturday, April 27, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6901	6.00
$α$	0.1765	7.94
$β$	0.7436	29.27
$γ_{1}$	0.0408	1.36
$γ_{2}$	-0.0802	-1.98
$γ_{3}$	0.0237	0.61
$γ_{4}$	0.0614	1.50
$γ_{5}$	-0.1220	-3.01
$γ_{6}$	0.1918	4.54
$γ_{7}$	-0.2342	-4.51
$γ_{8}$	0.1719	2.76

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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