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

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V-Lab

Seondo Electric Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:0.00% (0.00%)

Analysis last updated: Wednesday, May 1, 2024 at 10:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3530	3529750.00
$α$	0.6238	6238210.00
$β$	0.1954	1953550.00
$γ_{1}$	-1.0934	-10933600.00
$γ_{2}$	-0.0167	-166860.00
$γ_{3}$	2.8977	28977370.00

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

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