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

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V-Lab

Sungshin Cement Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:18.06% (-0.92%)

Analysis last updated: Thursday, May 9, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5582	5.94
$α$	0.1066	9.18
$β$	0.8412	48.79
$γ_{1}$	-0.0727	-1.58
$γ_{2}$	0.1675	2.46
$γ_{3}$	-0.2547	-5.56
$γ_{4}$	0.2748	5.77
$γ_{5}$	-0.1463	-2.83
$γ_{6}$	0.0367	0.72
$γ_{7}$	-0.0228	-0.42
$γ_{8}$	0.0579	0.92
$γ_{9}$	-0.2266	-2.80

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts