V-Lab: Shinwon Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Shinwon Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:16.15% (-0.18%)

Analysis last updated: Thursday, May 9, 2024 at 12:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9836	3.31
$α$	0.1193	7.94
$β$	0.8112	38.99
$γ_{1}$	0.2138	1.87
$γ_{2}$	-0.2935	-1.83
$γ_{3}$	0.0177	0.21
$γ_{4}$	0.1017	1.41
$γ_{5}$	-0.0847	-1.22
$γ_{6}$	0.1369	2.11
$γ_{7}$	-0.1524	-1.98
$γ_{8}$	0.1510	1.78
$γ_{9}$	-0.2764	-3.95
$γ_{10}$	0.3020	6.35

Estimation Period:
Nov 24, 1992 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts