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

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V-Lab

Samyoung Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:40.78% (+6.55%)

Analysis last updated: Saturday, May 18, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7658	7.79
$α$	0.1036	7.32
$β$	0.8261	38.36
$γ_{1}$	-0.0332	-1.02
$γ_{2}$	0.0907	1.82
$γ_{3}$	-0.2234	-6.00
$γ_{4}$	0.3539	10.43
$γ_{5}$	-0.2828	-7.05
$γ_{6}$	0.0876	1.73
$γ_{7}$	0.0455	0.71
$γ_{8}$	-0.0207	-0.27
$γ_{9}$	-0.0991	-0.93

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts