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

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V-Lab

Seondo Electric Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:0.00% (0.00%)

Analysis last updated: Thursday, May 9, 2024 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	4.2200	42199590.00
$α$	0.7765	7765270.00
$β$	0.2166	2166000.00
$γ_{1}$	-0.2046	-2046070.00
$γ_{2}$	0.3760	3759680.00
$γ_{3}$	-0.2493	-2493200.00
$γ_{4}$	-2.5943	-25943090.00
$γ_{5}$	6.3109	63108870.00
$γ_{6}$	-37.3198	-373198100.00

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts