V-Lab: SAVEZONE I&C CORP Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SAVEZONE I&C CORP Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:19.27% (-1.30%)

Analysis last updated: Wednesday, May 1, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6114	3.87
$α$	0.1635	6.94
$β$	0.7278	21.99
$γ_{1}$	0.0935	0.44
$γ_{2}$	-0.1652	-0.53
$γ_{3}$	0.0870	0.43
$γ_{4}$	-0.0779	-0.43
$γ_{5}$	0.1670	0.89
$γ_{6}$	-0.2384	-1.24
$γ_{7}$	0.2350	1.31
$γ_{8}$	0.0809	0.49
$γ_{9}$	-0.4791	-2.87
$γ_{10}$	0.4240	3.57

Estimation Period:
Jul 25, 2002 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts