V-Lab: Samwha Electric Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Samwha Electric Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:115.57% (-15.50%)

Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5665	5.04
$α$	0.1618	10.01
$β$	0.7318	29.52
$γ_{1}$	0.0152	0.35
$γ_{2}$	0.0001	0.00
$γ_{3}$	-0.0824	-1.91
$γ_{4}$	0.1384	2.97
$γ_{5}$	-0.1356	-2.85
$γ_{6}$	0.0894	1.67
$γ_{7}$	0.0090	0.13
$γ_{8}$	-0.1220	-1.82
$γ_{9}$	0.2503	2.95

Estimation Period:
Jan 3, 1990 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts