V-Lab: Shinsegae International Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Shinsegae International Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:26.02% (-0.41%)

Analysis last updated: Wednesday, May 1, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3989	5.23
$α$	0.0562	3.35
$β$	0.8287	12.66
$γ_{1}$	0.0346	0.14
$γ_{2}$	0.5850	1.71
$γ_{3}$	-1.4369	-6.46
$γ_{4}$	1.6485	6.95
$γ_{5}$	-1.5273	-5.65
$γ_{6}$	1.1132	2.72
$γ_{7}$	-0.7345	-1.26
$γ_{8}$	0.3798	0.64

Estimation Period:
Jul 14, 2011 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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