V-Lab
V-Lab

SeAH Special Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:12.25% (-0.17%)

Analysis last updated: Thursday, March 28, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of SeAH Special Steel Co Ltd S0GARCH
paramt-stat
ω1.84643.68
α0.12254.51
β0.812223.95
γ10.41350.65
γ2-0.3922-0.41
γ3-0.0937-0.13
γ40.07370.09
γ50.25930.33
γ6-0.7308-0.92
γ70.87261.10
γ8-0.0227-0.03
γ9-1.3887-1.33
γ101.53152.15
Estimation Period:
Jun 1, 2011 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts