V-Lab
V-Lab

SAMHWA Paints Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:49.61% (-0.84%)

Analysis last updated: Saturday, May 11, 2024 at 04:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SAMHWA Paints Industrial Co Ltd SGARCH
paramt-stat
ω1.01465.46
α0.14578.59
β0.779932.55
γ10.02700.39
γ2-0.0468-0.42
γ3-0.0694-0.62
γ40.22071.43
γ5-0.2378-1.39
γ60.24641.66
γ7-0.3120-2.32
γ80.37912.82
γ9-0.4371-2.33
γ100.55001.61
Estimation Period:
Sep 10, 1993 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts