V-Lab: SeAH Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

SeAH Holdings Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:22.61% (-0.21%)

Analysis last updated: Thursday, April 18, 2024 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0559	3.78
$α$	0.1439	6.55
$β$	0.7921	29.75
$γ_{1}$	0.0947	1.42
$γ_{2}$	-0.1732	-1.84
$γ_{3}$	0.1798	2.84
$γ_{4}$	-0.2026	-2.85
$γ_{5}$	0.1836	2.68
$γ_{6}$	-0.1096	-2.62

Estimation Period:
Jul 30, 2001 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts