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

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V-Lab

Sunjin Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:25.46% (-0.20%)

Analysis last updated: Friday, May 3, 2024 at 10:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6892	3.53
$α$	0.0673	3.36
$β$	0.8666	19.77
$γ_{1}$	0.4852	2.05
$γ_{2}$	-0.8892	-2.85
$γ_{3}$	0.9417	3.57
$γ_{4}$	-1.0150	-2.56
$γ_{5}$	0.9060	2.25
$γ_{6}$	-0.8613	-2.99
$γ_{7}$	0.6379	3.79

Estimation Period:
Feb 16, 2011 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts