V-Lab: Samwha Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Samwha Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:46.45% (-1.15%)

Analysis last updated: Saturday, May 4, 2024 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5210	5.35
$α$	0.1279	7.25
$β$	0.7925	30.86
$γ_{1}$	-0.0021	-0.04
$γ_{2}$	0.0468	0.65
$γ_{3}$	-0.1367	-3.18
$γ_{4}$	0.1579	3.57
$γ_{5}$	-0.1155	-2.37
$γ_{6}$	0.0740	1.33
$γ_{7}$	0.0045	0.07
$γ_{8}$	-0.1000	-1.67
$γ_{9}$	0.1122	2.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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