V-Lab: SAVEZONE I&C CORP Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SAVEZONE I&C CORP Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:22.06% (+2.35%)

Analysis last updated: Sunday, April 21, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6105	3.86
$α$	0.1635	6.92
$β$	0.7279	21.99
$γ_{1}$	0.0935	0.44
$γ_{2}$	-0.1653	-0.53
$γ_{3}$	0.0871	0.43
$γ_{4}$	-0.0781	-0.43
$γ_{5}$	0.1671	0.89
$γ_{6}$	-0.2384	-1.24
$γ_{7}$	0.2347	1.31
$γ_{8}$	0.0815	0.49
$γ_{9}$	-0.4804	-2.87
$γ_{10}$	0.4271	3.57

Estimation Period:
Jul 25, 2002 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts