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

V-Lab

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V-Lab

SC Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:40.10% (-0.52%)

Analysis last updated: Wednesday, May 1, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1747	5.52
$α$	0.1667	8.64
$β$	0.7677	29.47
$γ_{1}$	-0.1408	-2.81
$γ_{2}$	0.2741	3.57
$γ_{3}$	-0.2418	-4.04
$γ_{4}$	0.2012	3.40
$γ_{5}$	-0.1454	-2.57
$γ_{6}$	0.0644	1.40
$γ_{7}$	-0.0126	-0.38

Estimation Period:
Jun 23, 1997 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts