V-Lab: Gwangju Shinsegae Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Gwangju Shinsegae Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:15.68% (+1.81%)

Analysis last updated: Sunday, April 21, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.2158	5.45
$α$	0.1900	5.01
$β$	0.6237	10.60
$γ_{1}$	0.3797	3.25
$γ_{2}$	-0.4014	-2.24
$γ_{3}$	-0.0953	-0.73
$γ_{4}$	0.2503	2.17
$γ_{5}$	-0.1716	-1.58
$γ_{6}$	-0.0197	-0.16
$γ_{7}$	0.2606	1.77
$γ_{8}$	-0.4594	-3.62
$γ_{9}$	0.3739	5.07

Estimation Period:
Feb 7, 2002 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts