V-Lab
Samick Musical Instruments Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:11.76% (-0.26%)
Analysis last updated: Tuesday, May 7, 2024 at 10:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5819 | 6.07 | |
| 0.1593 | 11.05 | |
| 0.7589 | 38.38 | |
| -0.0712 | -1.80 | |
| 0.1736 | 3.04 | |
| -0.2783 | -7.07 | |
| 0.2912 | 7.01 | |
| -0.1583 | -3.38 | |
| 0.0827 | 1.58 | |
| -0.0893 | -1.71 | |
| 0.0489 | 0.79 | |
| -0.0052 | -0.04 |
Estimation Period:
Jan 3, 1990 to May 3, 2024
Jan 3, 1990 to May 3, 2024
News Impact Curve
Volatility Forecasts
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