V-Lab
V-Lab

Seowon Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:45.94% (-0.49%)

Analysis last updated: Thursday, March 28, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Seowon Co Ltd S0GARCH
paramt-stat
ω0.83806.94
α0.14296.56
β0.785924.58
γ1-0.1928-3.72
γ20.22532.71
γ30.07581.27
γ4-0.2456-4.42
γ50.23183.40
γ6-0.1501-1.62
γ70.09490.90
γ8-0.0574-0.73
Estimation Period:
Jan 30, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts