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

V-Lab

| |

V-Lab

Sam Young Electronics Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:40.68% (-1.65%)

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
$ω$	0.7836	5.29
$α$	0.0879	9.26
$β$	0.8820	62.64
$γ_{1}$	0.0050	0.12
$γ_{2}$	0.0003	0.00
$γ_{3}$	-0.0741	-1.85
$γ_{4}$	0.1647	4.42
$γ_{5}$	-0.2200	-5.64
$γ_{6}$	0.2401	5.38
$γ_{7}$	-0.1680	-3.30
$γ_{8}$	0.0776	0.70

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
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH