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

V-Lab

| |

V-Lab

Sajodongaone Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:21.47% (-1.09%)

Analysis last updated: Friday, April 19, 2024 at 11:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8553	5.54
$α$	0.1604	8.98
$β$	0.7965	38.19
$γ_{1}$	-0.0238	-0.42
$γ_{2}$	0.0938	1.11
$γ_{3}$	-0.1740	-2.69
$γ_{4}$	0.1633	2.34
$γ_{5}$	-0.1131	-1.32
$γ_{6}$	0.1012	1.08
$γ_{7}$	-0.1252	-1.20
$γ_{8}$	0.2359	1.75
$γ_{9}$	-0.3141	-1.94
$γ_{10}$	0.2196	1.75

Estimation Period:
Jan 3, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts