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 Friday, May 10th, 2024:19.67% (-0.56%)

Analysis last updated: Saturday, May 11, 2024 at 03:52 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.1298	25.54
$β$	0.7478	65.72
$γ$	0.0096	1.69
$λ_{1}$	0.0563	4.24
$λ_{2}$	0.0409	6.65
$λ_{3}$	0.9553	140.59

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts