V-Lab: Sungshin Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sungshin Cement Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.86% (-1.03%)

Analysis last updated: Thursday, May 2, 2024 at 11:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6289	5.60
$α$	0.1035	9.77
$β$	0.8604	62.83
$γ_{1}$	-0.0503	-0.96
$γ_{2}$	0.1330	1.70
$γ_{3}$	-0.2304	-4.35
$γ_{4}$	0.2491	4.56
$γ_{5}$	-0.1181	-1.98
$γ_{6}$	0.0004	0.01
$γ_{7}$	0.0399	0.67
$γ_{8}$	-0.0744	-1.25
$γ_{9}$	0.0863	2.22

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts