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

V-Lab

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V-Lab

Seowon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:47.22% (-2.34%)

Analysis last updated: Thursday, April 18, 2024 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8392	6.92
$α$	0.1425	6.52
$β$	0.7869	24.41
$γ_{1}$	-0.1928	-3.72
$γ_{2}$	0.2259	2.72
$γ_{3}$	0.0744	1.25
$γ_{4}$	-0.2445	-4.41
$γ_{5}$	0.2316	3.40
$γ_{6}$	-0.1499	-1.62
$γ_{7}$	0.0925	0.88
$γ_{8}$	-0.0536	-0.68

Estimation Period:
Jan 30, 1996 to Apr 12, 2024

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Volatility Forecasts

Volatility Forecasts