V-Lab: Seoul Broadcasting System Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Seoul Broadcasting System Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:39.43% (+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
$ω$	1.4218	5.00
$α$	0.0651	6.53
$β$	0.8905	52.75
$γ_{1}$	-0.1659	-1.60
$γ_{2}$	0.3647	2.58
$γ_{3}$	-0.2817	-2.90
$γ_{4}$	0.0601	0.59
$γ_{5}$	0.0565	0.54
$γ_{6}$	-0.1044	-1.03
$γ_{7}$	0.2660	2.87
$γ_{8}$	-0.3632	-3.56
$γ_{9}$	0.2070	2.33

Estimation Period:
May 25, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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