V-Lab: Samyang Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Samyang Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:36.32% (-0.23%)

Analysis last updated: Wednesday, May 1, 2024 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0558	5.13
$α$	0.1516	3.19
$β$	0.5155	4.95
$γ_{1}$	-0.4135	-1.20
$γ_{2}$	1.6113	3.17
$γ_{3}$	-2.6328	-7.18
$γ_{4}$	2.0546	6.04
$γ_{5}$	-0.4834	-1.58
$γ_{6}$	-0.0225	-0.08
$γ_{7}$	-0.7304	-1.68
$γ_{8}$	1.2619	2.32
$γ_{9}$	-0.9102	-2.62

Estimation Period:
Dec 5, 2011 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts