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

V-Lab

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V-Lab

S-Oil Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:32.90% (+2.80%)

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
$ω$	1.0659	5.94
$α$	0.0707	9.29
$β$	0.9128	95.55
$γ_{1}$	0.0459	2.96
$γ_{2}$	-0.0967	-3.95
$γ_{3}$	0.0774	4.13
$γ_{4}$	-0.0153	-0.88
$γ_{5}$	-0.0415	-1.75

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts