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

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V-Lab

Sunjin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:28.03% (+1.27%)

Analysis last updated: Saturday, April 27, 2024 at 11:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6887	3.53
$α$	0.0676	3.37
$β$	0.8665	19.78
$γ_{1}$	0.4849	2.04
$γ_{2}$	-0.8891	-2.84
$γ_{3}$	0.9425	3.57
$γ_{4}$	-1.0159	-2.56
$γ_{5}$	0.9061	2.25
$γ_{6}$	-0.8596	-2.97
$γ_{7}$	0.6364	3.77

Estimation Period:
Feb 16, 2011 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts