V-Lab: Shinil Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shinil Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:12.40% (-0.44%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5702	4.67
$α$	0.1689	8.88
$β$	0.7806	34.24
$γ_{1}$	-0.0964	-1.54
$γ_{2}$	0.1989	2.18
$γ_{3}$	-0.2395	-3.60
$γ_{4}$	0.2306	3.32
$γ_{5}$	-0.2132	-2.68
$γ_{6}$	0.2596	2.94
$γ_{7}$	-0.2394	-2.74
$γ_{8}$	0.1626	2.03
$γ_{9}$	-0.1762	-2.22
$γ_{10}$	0.2026	3.32

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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