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

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V-Lab

Samyoung Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:42.34% (-0.67%)

Analysis last updated: Saturday, May 4, 2024 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8039	8.33
$α$	0.1014	7.21
$β$	0.8282	38.98
$γ_{1}$	-0.0096	-0.30
$γ_{2}$	0.0528	1.07
$γ_{3}$	-0.1979	-5.32
$γ_{4}$	0.3330	9.82
$γ_{5}$	-0.2639	-6.58
$γ_{6}$	0.0695	1.38
$γ_{7}$	0.0651	1.07
$γ_{8}$	-0.0517	-0.83
$γ_{9}$	-0.0142	-0.30

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts