V-Lab: Shinsegae Information & Communication Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shinsegae Information & Communication Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:28.78% (-0.46%)

Analysis last updated: Sunday, April 21, 2024 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9415	6.77
$α$	0.0874	6.92
$β$	0.8436	31.76
$γ_{1}$	0.0538	0.96
$γ_{2}$	-0.0114	-0.13
$γ_{3}$	-0.0928	-1.29
$γ_{4}$	0.0998	1.44
$γ_{5}$	0.0020	0.03
$γ_{6}$	-0.1614	-2.97
$γ_{7}$	0.1544	2.81

Estimation Period:
Nov 20, 2000 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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