V-Lab: Sejong Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sejong Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:26.12% (-0.12%)

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
$ω$	1.9424	6.71
$α$	0.1134	7.59
$β$	0.7962	30.19
$γ_{1}$	0.0126	0.15
$γ_{2}$	-0.0107	-0.08
$γ_{3}$	0.0598	0.58
$γ_{4}$	-0.0900	-0.98
$γ_{5}$	0.0126	0.15
$γ_{6}$	-0.0213	-0.29
$γ_{7}$	0.2087	2.52
$γ_{8}$	-0.3572	-3.58
$γ_{9}$	0.2542	3.22

Estimation Period:
Jan 7, 1998 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts