V-Lab: Shinsegae Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shinsegae Engineering & Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:31.90% (-0.79%)

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
$ω$	1.7471	5.12
$α$	0.1305	8.56
$β$	0.8245	38.28
$γ_{1}$	-0.0006	-0.06
$γ_{2}$	0.0185	1.27
$γ_{3}$	-0.0264	-3.45

Estimation Period:
Jun 28, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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