V-Lab: Shinsegae Food Co Ltd EGARCH Volatility Analysis

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V-Lab

Shinsegae Food Co Ltd EGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 16th, 2024:23.96% (+1.74%)

Analysis last updated: Tuesday, April 16, 2024 at 08:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0383	15.23
$α$	0.1527	26.65
$β$	0.9809	662.33
$γ$	-0.0216	-5.03

Estimation Period:
Aug 1, 2001 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts