V-Lab: S-Oil Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

S-Oil Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:34.94% (+2.59%)

Analysis last updated: Friday, May 3, 2024 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0701	5.89
$α$	0.0705	9.36
$β$	0.9135	98.07
$γ_{1}$	0.0462	2.96
$γ_{2}$	-0.0982	-3.98
$γ_{3}$	0.0820	4.40
$γ_{4}$	-0.0282	-1.88
$γ_{5}$	-0.0075	-0.77

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

News Impact Curve

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Volatility Forecasts

Volatility Forecasts