V-Lab: SeAH Steel Holdings Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

SeAH Steel Holdings Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:43.62% (-0.07%)

Analysis last updated: Sunday, April 21, 2024 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8097	6.00
$α$	0.0716	8.24
$β$	0.8984	70.00
$γ_{1}$	-0.0018	-0.04
$γ_{2}$	0.0621	0.95
$γ_{3}$	-0.1717	-3.21
$γ_{4}$	0.1680	2.96
$γ_{5}$	-0.0687	-1.24
$γ_{6}$	0.0267	0.53
$γ_{7}$	-0.0390	-0.92
$γ_{8}$	0.0789	1.83
$γ_{9}$	-0.0911	-2.48

Estimation Period:
Jan 3, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts