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

V-Lab

| |

V-Lab

Sajo Seafood Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:15.48% (-0.35%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0241	4.38
$α$	0.0996	3.61
$β$	0.8244	20.78
$γ_{1}$	-0.5060	-0.72
$γ_{2}$	1.3043	1.14
$γ_{3}$	-1.9812	-2.15
$γ_{4}$	1.8658	2.04
$γ_{5}$	-0.8352	-1.06
$γ_{6}$	1.0363	1.29
$γ_{7}$	-2.0372	-2.05
$γ_{8}$	2.0217	2.35
$γ_{9}$	-2.0842	-2.81
$γ_{10}$	1.9672	2.99

Estimation Period:
Jun 29, 2012 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts