V-Lab: Samhwa Crown & Closure Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Samhwa Crown & Closure Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:26.89% (-0.32%)

Analysis last updated: Saturday, May 4, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9030	6.41
$α$	0.2368	7.15
$β$	0.6527	18.56
$γ_{1}$	-0.0007	-0.02
$γ_{2}$	0.0265	0.39
$γ_{3}$	-0.1610	-3.58
$γ_{4}$	0.2769	5.76
$γ_{5}$	-0.2131	-4.61
$γ_{6}$	0.0917	2.13
$γ_{7}$	-0.0656	-1.31
$γ_{8}$	0.1614	2.67
$γ_{9}$	-0.1834	-3.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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