V-Lab: Saeron Automotive Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Saeron Automotive Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:34.04% (+8.60%)

Analysis last updated: Friday, April 19, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4291	3.72
$α$	0.1413	5.63
$β$	0.7356	15.47
$γ_{1}$	0.2983	1.30
$γ_{2}$	-0.2123	-0.61
$γ_{3}$	-0.3124	-1.22
$γ_{4}$	0.4851	2.15
$γ_{5}$	-0.7006	-4.04
$γ_{6}$	1.1332	7.78
$γ_{7}$	-1.1703	-7.10
$γ_{8}$	0.5875	2.87
$γ_{9}$	-0.0957	-0.53

Estimation Period:
Oct 21, 2005 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts