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

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V-Lab

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

Volatility Prediction for Tuesday, May 7th, 2024:14.05% (-0.02%)

Analysis last updated: Saturday, May 4, 2024 at 11:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5745	5.88
$α$	0.1492	9.04
$β$	0.7276	21.41
$γ_{1}$	-0.0037	-0.09
$γ_{2}$	0.0725	1.28
$γ_{3}$	-0.1828	-4.71
$γ_{4}$	0.1497	3.79
$γ_{5}$	-0.0370	-1.00
$γ_{6}$	0.0082	0.23
$γ_{7}$	0.0017	0.04
$γ_{8}$	-0.0735	-1.70
$γ_{9}$	0.1206	4.08

Estimation Period:
Jan 3, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts