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

V-Lab

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V-Lab

Sung Moon Electronics Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:111.28% (-15.88%)

Analysis last updated: Saturday, May 11, 2024 at 03:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6720	5.89
$α$	0.1767	7.96
$β$	0.7440	29.40
$γ_{1}$	0.0347	1.15
$γ_{2}$	-0.0720	-1.77
$γ_{3}$	0.0208	0.53
$γ_{4}$	0.0625	1.52
$γ_{5}$	-0.1223	-3.01
$γ_{6}$	0.1915	4.53
$γ_{7}$	-0.2328	-4.48
$γ_{8}$	0.1658	2.66

Estimation Period:
Mar 26, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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