V-Lab: Shindaeyang Paper Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shindaeyang Paper Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:23.33% (-0.93%)

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
$ω$	1.0750	2.01
$α$	0.1081	4.19
$β$	0.8702	27.73
$γ_{1}$	-0.0642	-0.47
$γ_{2}$	-0.0051	-0.03
$γ_{3}$	0.1892	1.69
$γ_{4}$	-0.2417	-2.77
$γ_{5}$	0.2221	2.55
$γ_{6}$	-0.1360	-1.15
$γ_{7}$	0.0112	0.08
$γ_{8}$	0.0498	0.47

Estimation Period:
Dec 21, 1995 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts