V-Lab: Sam Jung Pulp Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sam Jung Pulp Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:11.38% (-0.62%)

Analysis last updated: Saturday, May 4, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9044	3.57
$α$	0.1521	6.38
$β$	0.7468	19.75
$γ_{1}$	0.2676	1.76
$γ_{2}$	-0.4694	-2.27
$γ_{3}$	0.3159	2.65
$γ_{4}$	-0.1590	-1.42
$γ_{5}$	0.1770	1.62
$γ_{6}$	-0.3366	-3.26
$γ_{7}$	0.3180	4.30

Estimation Period:
Oct 17, 2006 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts