V-Lab: Sungshin Cement Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Sungshin Cement Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:18.79% (-0.69%)

Analysis last updated: Thursday, May 16, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1300	25.62
$β$	0.7476	66.16
$γ$	0.0096	1.69
$λ_{1}$	0.0524	4.17
$λ_{2}$	0.0408	6.77
$λ_{3}$	0.9559	144.52

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts