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

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V-Lab

Seoyon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:44.18% (+0.40%)

Analysis last updated: Sunday, April 21, 2024 at 12:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7490	4.89
$α$	0.1173	8.46
$β$	0.8250	39.97
$γ_{1}$	0.0700	0.87
$γ_{2}$	-0.2298	-1.99
$γ_{3}$	0.2177	2.35
$γ_{4}$	-0.0002	-0.00
$γ_{5}$	-0.1361	-1.50
$γ_{6}$	0.1832	1.95
$γ_{7}$	-0.3131	-2.92
$γ_{8}$	0.4853	4.51
$γ_{9}$	-0.4396	-3.53
$γ_{10}$	0.1908	1.87

Estimation Period:
Nov 9, 1993 to Apr 19, 2024

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