V-Lab: Saeron Automotive Corp Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Saeron Automotive Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:33.17% (-1.07%)

Analysis last updated: Sunday, April 21, 2024 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4384	3.72
$α$	0.1428	5.67
$β$	0.7347	15.52
$γ_{1}$	0.2996	1.30
$γ_{2}$	-0.2138	-0.61
$γ_{3}$	-0.3122	-1.22
$γ_{4}$	0.4853	2.14
$γ_{5}$	-0.7012	-4.03
$γ_{6}$	1.1350	7.76
$γ_{7}$	-1.1738	-7.11
$γ_{8}$	0.5938	2.90
$γ_{9}$	-0.1026	-0.58

Estimation Period:
Oct 21, 2005 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts