V-Lab: Seoyon Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Seoyon Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 14th, 2024:44.00% (-1.57%)

Analysis last updated: Wednesday, May 15, 2024 at 02:33 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.1477	19.39
$β$	0.6647	35.94
$γ$	0.0219	1.92
$λ_{1}$	0.1020	3.24
$λ_{2}$	0.0374	4.04
$λ_{3}$	0.9557	91.24

Estimation Period:
Nov 9, 1993 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts