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

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V-Lab

Samyang Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:17.32% (-0.20%)

Analysis last updated: Saturday, May 4, 2024 at 11:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9043	6.27
$α$	0.0934	7.77
$β$	0.8712	58.26
$γ_{1}$	0.0101	0.22
$γ_{2}$	0.0357	0.51
$γ_{3}$	-0.1539	-2.83
$γ_{4}$	0.1697	3.11
$γ_{5}$	-0.0585	-1.14
$γ_{6}$	-0.0340	-0.64
$γ_{7}$	0.0881	1.72
$γ_{8}$	-0.1302	-2.78
$γ_{9}$	0.1127	3.39

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts