V-Lab: Shindaeyang Paper Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shindaeyang Paper Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:32.25% (-1.85%)

Analysis last updated: Saturday, May 4, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0620	2.03
$α$	0.1060	4.28
$β$	0.8716	28.49
$γ_{1}$	-0.0649	-0.48
$γ_{2}$	-0.0034	-0.02
$γ_{3}$	0.1879	1.69
$γ_{4}$	-0.2417	-2.80
$γ_{5}$	0.2239	2.61
$γ_{6}$	-0.1412	-1.21
$γ_{7}$	0.0217	0.16
$γ_{8}$	0.0387	0.36

Estimation Period:
Dec 21, 1995 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts