V-Lab: Shinsegae Information & Communication Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shinsegae Information & Communication Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:27.99% (-0.49%)

Analysis last updated: Wednesday, May 1, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.9409	6.76
$α$	0.0866	6.90
$β$	0.8453	32.14
$γ_{1}$	0.0541	0.96
$γ_{2}$	-0.0123	-0.14
$γ_{3}$	-0.0916	-1.28
$γ_{4}$	0.0992	1.43
$γ_{5}$	0.0021	0.03
$γ_{6}$	-0.1627	-3.07
$γ_{7}$	0.1568	2.93

Estimation Period:
Nov 20, 2000 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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