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

V-Lab

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V-Lab

Gwangju Shinsegae Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:15.26% (-2.45%)

Analysis last updated: Wednesday, May 1, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.1882	6.17
$α$	0.1781	5.72
$β$	0.6216	10.80
$γ_{1}$	0.3630	4.58
$γ_{2}$	-0.4548	-3.76
$γ_{3}$	0.0588	0.61
$γ_{4}$	0.1514	1.57
$γ_{5}$	-0.2579	-3.03
$γ_{6}$	0.3110	4.40
$γ_{7}$	-0.2772	-3.20
$γ_{8}$	-0.0424	-0.18

Estimation Period:
Feb 7, 2002 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts