V-Lab: Samyang Corp Spline-GARCH Volatility Analysis

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V-Lab

Samyang Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:19.28% (-2.28%)

Analysis last updated: Saturday, April 27, 2024 at 11:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0437	4.84
$α$	0.1707	3.59
$β$	0.5538	6.73
$γ_{1}$	-0.4905	-1.38
$γ_{2}$	1.7259	3.27
$γ_{3}$	-2.6995	-6.88
$γ_{4}$	2.1110	5.76
$γ_{5}$	-0.5503	-1.68
$γ_{6}$	0.1008	0.33
$γ_{7}$	-1.0210	-2.04
$γ_{8}$	1.9492	2.28
$γ_{9}$	-2.8790	-1.57

Estimation Period:
Dec 5, 2011 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts