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

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V-Lab

Sung Moon Electronics Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:26.40% (-0.49%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6795	6.09
$α$	0.1762	7.92
$β$	0.7425	29.00
$γ_{1}$	0.0331	1.13
$γ_{2}$	-0.0677	-1.69
$γ_{3}$	0.0170	0.43
$γ_{4}$	0.0629	1.54
$γ_{5}$	-0.1206	-3.01
$γ_{6}$	0.1898	4.67
$γ_{7}$	-0.2327	-5.09
$γ_{8}$	0.1711	4.77

Estimation Period:
Mar 26, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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