V-Lab
V-Lab

Shinsegae Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:23.96% (-0.45%)

Analysis last updated: Thursday, March 28, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinsegae Co Ltd S0GARCH
paramt-stat
ω0.74326.63
α0.07098.68
β0.877659.28
γ10.02820.94
γ2-0.0139-0.32
γ3-0.0971-3.62
γ40.14675.90
γ5-0.0909-3.62
γ60.06672.51
γ7-0.0890-3.35
γ80.07273.69
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts