V-Lab: Sam Young Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Sam Young Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:46.67% (-2.34%)

Analysis last updated: Saturday, May 4, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7756	5.25
$α$	0.0874	9.24
$β$	0.8823	63.30
$γ_{1}$	0.0040	0.10
$γ_{2}$	0.0003	0.01
$γ_{3}$	-0.0706	-1.77
$γ_{4}$	0.1591	4.28
$γ_{5}$	-0.2136	-5.53
$γ_{6}$	0.2325	5.43
$γ_{7}$	-0.1562	-4.05
$γ_{8}$	0.0511	1.89

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Sam Young Electronics Co Ltd Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH