V-Lab: Sam-A Aluminum Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sam-A Aluminum Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:60.94% (+0.39%)

Analysis last updated: Thursday, May 9, 2024 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5070	5.27
$α$	0.2134	7.30
$β$	0.6994	22.08
$γ_{1}$	0.0350	1.49
$γ_{2}$	-0.1060	-2.95
$γ_{3}$	0.1096	4.25
$γ_{4}$	-0.0731	-3.01
$γ_{5}$	0.1052	4.89
$γ_{6}$	-0.1145	-8.04

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts