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

V-Lab

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V-Lab

Sewoo Global Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:33.58% (-2.37%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6488	5.24
$α$	0.1314	7.94
$β$	0.8195	41.96
$γ_{1}$	-0.0335	-0.66
$γ_{2}$	0.0965	1.30
$γ_{3}$	-0.1466	-2.78
$γ_{4}$	0.1164	2.11
$γ_{5}$	-0.0691	-1.18
$γ_{6}$	0.0827	1.37
$γ_{7}$	-0.0704	-1.26
$γ_{8}$	0.0892	1.20
$γ_{9}$	-0.3306	-2.28

Estimation Period:
Jan 3, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts