V-Lab: Sewon E&C Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sewon E&C Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 30th, 2024:0.00% (0.00%)

Analysis last updated: Tuesday, April 30, 2024 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.2806	0.38
$α$	0.8051	29.45
$β$	0.1936	9.67
$γ_{1}$	-13.2298	-0.81
$γ_{2}$	16.5088	0.23
$γ_{3}$	3.5226	0.02
$γ_{4}$	4.0199	0.02
$γ_{5}$	-22.2027	-0.15
$γ_{6}$	-13.3707	-0.11
$γ_{7}$	16.8980	0.07
$γ_{8}$	67.6242	0.14
$γ_{9}$	-119.4387	-0.24
$γ_{10}$	91.0507	0.60

Estimation Period:
Jul 31, 2006 to Apr 26, 2024

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