V-Lab: SSANGYONG C&E Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SSANGYONG C&E Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:14.38% (-0.01%)

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
$ω$	0.5665	5.81
$α$	0.1449	8.94
$β$	0.7323	21.52
$γ_{1}$	-0.0032	-0.08
$γ_{2}$	0.0711	1.24
$γ_{3}$	-0.1809	-4.63
$γ_{4}$	0.1473	3.72
$γ_{5}$	-0.0345	-0.93
$γ_{6}$	0.0062	0.18
$γ_{7}$	0.0027	0.07
$γ_{8}$	-0.0718	-1.66
$γ_{9}$	0.1171	3.96

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

News Impact Curve

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Volatility Forecasts

Volatility Forecasts