V-Lab: Shinsegae International Co Ltd AGARCH Volatility Analysis

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V-Lab

Shinsegae International Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:28.51% (-0.19%)

Analysis last updated: Thursday, April 18, 2024 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3178	20.80
$α$	0.1065	32.44
$β$	0.8540	258.94
$γ$	-0.1332	-0.91

Estimation Period:
Jul 14, 2011 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts