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

V-Lab

| |

V-Lab

Shindaeyang Paper Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:27.74% (-0.84%)

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
$ω$	1.0949	1.97
$α$	0.1097	4.31
$β$	0.8702	29.41
$γ_{1}$	-0.0600	-0.43
$γ_{2}$	-0.0129	-0.06
$γ_{3}$	0.1943	1.71
$γ_{4}$	-0.2417	-2.72
$γ_{5}$	0.2112	2.35
$γ_{6}$	-0.1001	-0.80
$γ_{7}$	-0.0760	-0.54
$γ_{8}$	0.2610	1.99

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts