V-Lab: GALAXIA SM Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

GALAXIA SM Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:48.62% (+0.79%)

Analysis last updated: Friday, May 3, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7016	7.86
$α$	0.1345	8.52
$β$	0.8011	34.75
$γ_{1}$	0.0227	1.49
$γ_{2}$	-0.0560	-2.31
$γ_{3}$	0.0487	2.47
$γ_{4}$	-0.0271	-1.39
$γ_{5}$	0.0305	1.69
$γ_{6}$	-0.0289	-2.14

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts