V-Lab
V-Lab

Sewon Precision Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:10.94% (-10.14%)

Analysis last updated: Saturday, April 27, 2024 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sewon Precision Industry Co Ltd S0GARCH
paramt-stat
ω43.2802432801700.00
α0.73697369350.00
β0.26312630650.00
γ13.926039259820.00
γ2-6.0433-60433260.00
γ3-0.8395-8395020.00
γ4-2.1537-21537150.00
γ526.6077266077500.00
γ6-34.3527-343526700.00
Estimation Period:
Jul 19, 1996 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts