V-Lab: Shin Hwa Dynamics Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Shin Hwa Dynamics Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:10.00% (-0.23%)

Analysis last updated: Thursday, May 16, 2024 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6050	8.15
$α$	0.1400	9.29
$β$	0.7465	26.45
$γ_{1}$	-0.0471	-1.47
$γ_{2}$	0.1052	2.22
$γ_{3}$	-0.1639	-4.52
$γ_{4}$	0.1682	4.26
$γ_{5}$	-0.0944	-2.27
$γ_{6}$	0.0613	1.20
$γ_{7}$	-0.0304	-0.46
$γ_{8}$	0.0254	0.34
$γ_{9}$	-0.2666	-2.79

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts