V-Lab: SNT Motiv Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SNT Motiv Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:21.18% (-0.19%)

Analysis last updated: Thursday, May 16, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8590	6.22
$α$	0.0655	6.05
$β$	0.8912	51.14
$γ_{1}$	0.1307	2.75
$γ_{2}$	-0.1903	-2.66
$γ_{3}$	0.0758	1.53
$γ_{4}$	0.0355	0.77
$γ_{5}$	-0.1215	-2.52
$γ_{6}$	0.1027	2.86

Estimation Period:
Mar 11, 2002 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts