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 Friday, April 19th, 2024:39.37% (-0.83%)

Analysis last updated: Friday, April 19, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3714	4.85
$α$	0.0646	6.51
$β$	0.8912	52.86
$γ_{1}$	-0.1782	-1.70
$γ_{2}$	0.3799	2.66
$γ_{3}$	-0.2848	-2.90
$γ_{4}$	0.0590	0.57
$γ_{5}$	0.0593	0.56
$γ_{6}$	-0.1074	-1.06
$γ_{7}$	0.2682	2.91
$γ_{8}$	-0.3625	-3.55
$γ_{9}$	0.2042	2.30

Estimation Period:
May 25, 1999 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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