V-Lab: Samho Development Co Ltd Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Samho Development Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:10.90% (-0.36%)

Analysis last updated: Wednesday, May 15, 2024 at 11:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2123	3.97
$α$	0.2016	8.12
$β$	0.7064	23.06
$γ_{1}$	-0.1850	-1.23
$γ_{2}$	0.4803	2.38
$γ_{3}$	-0.6576	-5.02
$γ_{4}$	0.5752	4.04
$γ_{5}$	-0.3332	-2.51
$γ_{6}$	0.2871	2.05
$γ_{7}$	-0.3148	-2.03
$γ_{8}$	0.2295	1.52
$γ_{9}$	-0.3271	-1.53

Estimation Period:
Jul 17, 2002 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts