V-Lab: Seoul Food Industrial Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Seoul Food Industrial Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:12.28% (-0.12%)

Analysis last updated: Saturday, April 27, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5802	4.77
$α$	0.2576	6.66
$β$	0.6462	14.31
$γ_{1}$	-0.1086	-1.81
$γ_{2}$	0.1828	2.16
$γ_{3}$	-0.1560	-2.84
$γ_{4}$	0.0864	1.59
$γ_{5}$	0.0311	0.55
$γ_{6}$	-0.0864	-1.38
$γ_{7}$	0.0917	1.31
$γ_{8}$	-0.0753	-0.94
$γ_{9}$	0.0875	0.98
$γ_{10}$	-0.2511	-1.74

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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