V-Lab: SAMHWA Paints Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SAMHWA Paints Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:43.73% (-3.06%)

Analysis last updated: Wednesday, May 1, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0429	6.16
$α$	0.1392	7.71
$β$	0.7724	29.94
$γ_{1}$	0.0471	0.74
$γ_{2}$	-0.0805	-0.79
$γ_{3}$	-0.0424	-0.40
$γ_{4}$	0.1986	1.37
$γ_{5}$	-0.2219	-1.39
$γ_{6}$	0.2310	1.69
$γ_{7}$	-0.2802	-2.32
$γ_{8}$	0.2931	2.34
$γ_{9}$	-0.2392	-1.31
$γ_{10}$	0.1135	0.70

Estimation Period:
Sep 10, 1993 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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