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

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V-Lab

Samwonsteel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:18.81% (-0.46%)

Analysis last updated: Thursday, May 2, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5413	3.79
$α$	0.1423	4.90
$β$	0.7518	14.59
$γ_{1}$	-0.5465	-0.80
$γ_{2}$	1.7103	1.73
$γ_{3}$	-2.0886	-3.24
$γ_{4}$	1.2105	1.93
$γ_{5}$	0.1814	0.30
$γ_{6}$	-0.9430	-1.30
$γ_{7}$	1.2257	1.59
$γ_{8}$	-1.5927	-2.11
$γ_{9}$	1.1081	1.52
$γ_{10}$	-0.2541	-0.59

Estimation Period:
Jul 22, 2011 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts