V-Lab: Samwha Electronics Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Samwha Electronics Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:40.79% (-0.54%)

Analysis last updated: Wednesday, May 15, 2024 at 02:28 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.1304	16.37
$β$	0.7091	43.43
$γ$	-0.0454	-4.33
$λ_{1}$	3.7803	0.32
$λ_{2}$	0.7559	0.31
$λ_{3}$	0.0000	0.00

Estimation Period:
Jan 3, 1990 to May 10, 2024

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