V-Lab: Shinsegae Food Co Ltd AGARCH Volatility Analysis

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V-Lab

Shinsegae Food Co Ltd AGARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:24.71% (-0.84%)

Analysis last updated: Friday, April 19, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1285	18.86
$α$	0.0974	34.74
$β$	0.8746	262.34
$γ$	0.2823	6.74

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts