V-Lab: SNT Motiv Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

SNT Motiv Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:17.95% (-0.16%)

Analysis last updated: Wednesday, May 1, 2024 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8116	6.38
$α$	0.0636	5.84
$β$	0.8838	45.34
$γ_{1}$	0.0898	2.84
$γ_{2}$	-0.1443	-3.17
$γ_{3}$	0.1064	3.41
$γ_{4}$	-0.0608	-1.87
$γ_{5}$	-0.0684	-1.63

Estimation Period:
Mar 11, 2002 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts