V-Lab: Sam Jung Pulp Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Sam Jung Pulp Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:11.56% (-0.64%)

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
$m$	36
$α$	0.1848	21.82
$β$	0.7626	81.17
$γ$	-0.0498	-3.82
$λ_{1}$	0.0011	1.02
$λ_{2}$	0.0123	9.35
$λ_{3}$	0.9871	694.19

Estimation Period:
Oct 17, 2006 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts