V-Lab: Samyang Corp Spline-GARCH Volatility Analysis

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V-Lab

Samyang Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:14.33% (-0.59%)

Analysis last updated: Thursday, May 9, 2024 at 12:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0442	4.84
$α$	0.1707	3.60
$β$	0.5538	6.75
$γ_{1}$	-0.4908	-1.38
$γ_{2}$	1.7262	3.27
$γ_{3}$	-2.6997	-6.88
$γ_{4}$	2.1111	5.76
$γ_{5}$	-0.5503	-1.68
$γ_{6}$	0.1008	0.33
$γ_{7}$	-1.0208	-2.05
$γ_{8}$	1.9488	2.31
$γ_{9}$	-2.8792	-1.63

Estimation Period:
Dec 5, 2011 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts