V-Lab: Soosan Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Soosan Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:21.48% (-0.39%)

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
$ω$	0.9128	2.93
$α$	0.1779	8.36
$β$	0.7766	39.25
$γ_{1}$	0.0804	0.81
$γ_{2}$	-0.0437	-0.32
$γ_{3}$	-0.1280	-1.64
$γ_{4}$	0.0521	0.66
$γ_{5}$	0.1333	1.95
$γ_{6}$	-0.1891	-3.02
$γ_{7}$	0.1764	2.40
$γ_{8}$	-0.0381	-0.36
$γ_{9}$	-0.1696	-1.47
$γ_{10}$	0.1901	2.54

Estimation Period:
Aug 30, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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