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

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V-Lab

Samchully Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:28.70% (+1.35%)

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
$ω$	1.0361	6.93
$α$	0.1539	9.15
$β$	0.7283	26.72
$γ_{1}$	0.0021	0.06
$γ_{2}$	0.0171	0.32
$γ_{3}$	-0.1542	-3.87
$γ_{4}$	0.3289	7.46
$γ_{5}$	-0.3531	-7.25
$γ_{6}$	0.2785	6.05
$γ_{7}$	-0.2328	-5.25
$γ_{8}$	0.2373	3.78
$γ_{9}$	-0.1718	-2.43

Estimation Period:
Jan 2, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts