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

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V-Lab

Shinsegae International Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:27.41% (-0.56%)

Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3839	5.14
$α$	0.0554	3.42
$β$	0.8366	13.49
$γ_{1}$	0.0214	0.09
$γ_{2}$	0.6057	1.73
$γ_{3}$	-1.4504	-6.38
$γ_{4}$	1.6576	6.87
$γ_{5}$	-1.5332	-5.67
$γ_{6}$	1.1309	2.86
$γ_{7}$	-0.7978	-1.51
$γ_{8}$	0.5705	1.43

Estimation Period:
Jul 14, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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