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

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V-Lab

Seoyon Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:32.65% (-1.11%)

Analysis last updated: Wednesday, May 1, 2024 at 10:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7567	4.96
$α$	0.1164	8.16
$β$	0.8249	38.30
$γ_{1}$	0.0940	1.18
$γ_{2}$	-0.2703	-2.37
$γ_{3}$	0.2438	2.69
$γ_{4}$	-0.0130	-0.13
$γ_{5}$	-0.1347	-1.52
$γ_{6}$	0.1878	2.05
$γ_{7}$	-0.3178	-2.99
$γ_{8}$	0.4857	4.26
$γ_{9}$	-0.4193	-2.67
$γ_{10}$	0.0782	0.31

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

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Volatility Forecasts

Volatility Forecasts