V-Lab
V-Lab

Seoul Food Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:11.37% (+0.20%)

Analysis last updated: Saturday, May 11, 2024 at 03:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Seoul Food Industrial Co Ltd SGARCH
paramt-stat
ω0.58044.78
α0.25736.64
β0.646514.30
γ1-0.1081-1.81
γ20.18212.16
γ3-0.1557-2.84
γ40.08661.59
γ50.03100.55
γ6-0.0872-1.41
γ70.09381.36
γ8-0.0782-0.99
γ90.09101.02
γ10-0.2622-1.82
Estimation Period:
Jan 3, 1990 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts