V-Lab
V-Lab

Sewon Precision Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:3.843550452381236e+27% (0.00%)

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

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Sewon Precision Industry Co Ltd S0GARCH
paramt-stat
ω0.86020.28
α0.7543184.21
β0.2453183.37
γ1-1.3292-1.36
γ21.56551.44
γ3-0.3932-2.17
γ40.26972.07
γ50.05870.30
γ6-1.9841-4.17
γ78.21655.93
γ8-55.1090-26.87
γ9138.339293.95
γ10-135.2029-228.11
Estimation Period:
Jul 19, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts