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

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V-Lab

Seoyon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:38.66% (+1.49%)

Analysis last updated: Saturday, May 4, 2024 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7422	4.88
$α$	0.1196	8.49
$β$	0.8205	38.40
$γ_{1}$	0.0677	0.84
$γ_{2}$	-0.2282	-1.99
$γ_{3}$	0.2203	2.42
$γ_{4}$	-0.0038	-0.04
$γ_{5}$	-0.1342	-1.51
$γ_{6}$	0.1839	2.01
$γ_{7}$	-0.3179	-3.04
$γ_{8}$	0.4976	4.74
$γ_{9}$	-0.4591	-3.80
$γ_{10}$	0.2074	2.08

Estimation Period:
Nov 9, 1993 to May 3, 2024

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