V-Lab: Seondo Electric Co Ltd Spline-GARCH Volatility Analysis

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V-Lab

Seondo Electric Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:0.00% (0.00%)

Analysis last updated: Saturday, April 27, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7566	27565860.00
$α$	0.1157	1156630.00
$β$	0.7857	7857300.00
$γ_{1}$	-0.0014	-13760.00
$γ_{2}$	0.0978	978030.00
$γ_{3}$	-0.3969	-3969180.00
$γ_{4}$	-4.0646	-40645660.00
$γ_{5}$	8.7165	87165020.00
$γ_{6}$	-5.5827	-55827330.00
$γ_{7}$	-35.5064	-355063700.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts