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

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V-Lab

Samwonsteel Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:9.49% (-0.72%)

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
$ω$	2.6689	3.99
$α$	0.1439	4.42
$β$	0.7180	11.51
$γ_{1}$	-0.4144	-0.65
$γ_{2}$	1.5555	1.69
$γ_{3}$	-2.0710	-3.48
$γ_{4}$	1.2219	2.14
$γ_{5}$	0.1880	0.34
$γ_{6}$	-1.0121	-1.57
$γ_{7}$	1.4603	2.09
$γ_{8}$	-2.2055	-2.94
$γ_{9}$	2.4558	2.74
$γ_{10}$	-3.4846	-2.46

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts