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

V-Lab

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V-Lab

Sewoo Global Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:47.14% (-0.95%)

Analysis last updated: Wednesday, May 1, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6845	6.11
$α$	0.1175	6.87
$β$	0.8509	41.98
$γ_{1}$	0.0047	0.60
$γ_{2}$	-0.0240	-2.00
$γ_{3}$	0.0333	3.55
$γ_{4}$	-0.0179	-2.38

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

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