V-Lab
V-Lab

Samick Musical Instruments Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:13.39% (+0.11%)

Analysis last updated: Saturday, May 4, 2024 at 11:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samick Musical Instruments Co Ltd S0GARCH
paramt-stat
ω0.61616.19
α0.157111.04
β0.765938.60
γ1-0.0488-1.22
γ20.13752.37
γ3-0.2538-6.28
γ40.27106.41
γ5-0.1402-2.94
γ60.06481.23
γ7-0.0681-1.35
γ80.01570.32
γ90.06421.57
Estimation Period:
Jan 3, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts