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

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V-Lab

Saeron Automotive Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:37.88% (-1.10%)

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
$ω$	2.4635	3.86
$α$	0.1456	5.65
$β$	0.7224	14.26
$γ_{1}$	0.3170	1.41
$γ_{2}$	-0.2399	-0.70
$γ_{3}$	-0.3004	-1.19
$γ_{4}$	0.4808	2.17
$γ_{5}$	-0.6942	-4.07
$γ_{6}$	1.1092	7.68
$γ_{7}$	-1.1002	-6.37
$γ_{8}$	0.4064	1.68
$γ_{9}$	0.4152	1.22

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts