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

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V-Lab

Shindaeyang Paper Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:31.36% (-1.15%)

Analysis last updated: Saturday, May 11, 2024 at 03:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0910	1.98
$α$	0.1090	4.36
$β$	0.8707	29.85
$γ_{1}$	-0.0607	-0.44
$γ_{2}$	-0.0113	-0.06
$γ_{3}$	0.1925	1.69
$γ_{4}$	-0.2401	-2.72
$γ_{5}$	0.2094	2.34
$γ_{6}$	-0.0972	-0.78
$γ_{7}$	-0.0830	-0.58
$γ_{8}$	0.2862	2.11

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts