V-Lab
V-Lab

Seong An Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:145.73% (+4.85%)

Analysis last updated: Thursday, March 28, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Seong An Co Ltd S0GARCH
paramt-stat
ω1.35294.21
α0.206315.44
β0.793064.90
γ1-0.4872-0.47
γ20.45410.40
γ30.07790.28
γ4-0.0261-0.12
γ5-0.0220-0.11
γ6-0.1643-0.73
γ70.60602.13
γ8-1.7065-5.62
γ93.205814.06
γ10-2.8845-30.70
Estimation Period:
Feb 18, 1997 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts