V-Lab: Seoyon Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Seoyon Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:46.83% (-1.11%)

Analysis last updated: Wednesday, May 1, 2024 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1476	19.39
$β$	0.6631	35.74
$γ$	0.0223	1.96
$λ_{1}$	0.1013	3.21
$λ_{2}$	0.0374	4.05
$λ_{3}$	0.9558	91.39

Estimation Period:
Nov 9, 1993 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts