V-Lab: Shinsegae Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Shinsegae Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:27.15% (-0.88%)

Analysis last updated: Thursday, May 2, 2024 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7344	6.53
$α$	0.0709	8.70
$β$	0.8777	59.33
$γ_{1}$	0.0263	0.88
$γ_{2}$	-0.0128	-0.30
$γ_{3}$	-0.0950	-3.58
$γ_{4}$	0.1448	5.88
$γ_{5}$	-0.0900	-3.60
$γ_{6}$	0.0654	2.47
$γ_{7}$	-0.0872	-3.30
$γ_{8}$	0.0715	3.65

Estimation Period:
Jan 3, 1990 to Apr 30, 2024

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Volatility Forecasts

Volatility Forecasts