V-Lab: Seoyon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Seoyon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:38.98% (-0.96%)

Analysis last updated: Wednesday, May 1, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7209	4.64
$α$	0.1177	8.44
$β$	0.8227	38.92
$γ_{1}$	0.0583	0.70
$γ_{2}$	-0.2171	-1.85
$γ_{3}$	0.2194	2.41
$γ_{4}$	-0.0067	-0.07
$γ_{5}$	-0.1295	-1.47
$γ_{6}$	0.1785	1.96
$γ_{7}$	-0.3122	-3.00
$γ_{8}$	0.4925	4.70
$γ_{9}$	-0.4549	-3.76
$γ_{10}$	0.2047	2.05

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts