V-Lab
V-Lab

Shinil Electronics Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:10.05% (-0.69%)

Analysis last updated: Thursday, May 9, 2024 at 12:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinil Electronics Co Ltd SGARCH
paramt-stat
ω0.52024.46
α0.16618.95
β0.777632.29
γ1-0.1355-2.13
γ20.26282.89
γ3-0.2842-4.49
γ40.26584.01
γ5-0.2385-3.11
γ60.27413.21
γ7-0.2391-2.82
γ80.13641.67
γ9-0.0970-0.97
γ10-0.0124-0.09
Estimation Period:
Jan 3, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts