V-Lab: Soosan Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Soosan Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:20.74% (-0.02%)

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
$ω$	0.9326	2.95
$α$	0.1782	8.37
$β$	0.7781	39.76
$γ_{1}$	0.0837	0.85
$γ_{2}$	-0.0488	-0.36
$γ_{3}$	-0.1238	-1.57
$γ_{4}$	0.0477	0.61
$γ_{5}$	0.1358	1.98
$γ_{6}$	-0.1882	-2.99
$γ_{7}$	0.1726	2.36
$γ_{8}$	-0.0307	-0.29
$γ_{9}$	-0.1812	-1.59
$γ_{10}$	0.2009	2.69

Estimation Period:
Aug 30, 1991 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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