V-Lab: Samyang Tongsang Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Samyang Tongsang Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:10.86% (-0.51%)

Analysis last updated: Thursday, May 9, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8804	6.84
$α$	0.1488	5.22
$β$	0.7731	21.18
$γ_{1}$	-0.1211	-2.53
$γ_{2}$	0.2239	3.21
$γ_{3}$	-0.1770	-3.74
$γ_{4}$	-0.0227	-0.41
$γ_{5}$	0.3082	4.80
$γ_{6}$	-0.4069	-6.12
$γ_{7}$	0.3509	5.08
$γ_{8}$	-0.2480	-2.73
$γ_{9}$	0.1139	0.97
$γ_{10}$	-0.0709	-0.50

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts