V-Lab: Sajodongaone Co Ltd Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sajodongaone Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 10th, 2024:20.31% (-0.86%)

Analysis last updated: Saturday, May 11, 2024 at 03:49 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9097	6.92
$α$	0.1570	8.68
$β$	0.7963	37.41
$γ_{1}$	0.0359	1.95
$γ_{2}$	-0.0698	-2.25
$γ_{3}$	0.0425	1.64
$γ_{4}$	-0.0255	-1.06
$γ_{5}$	0.0679	3.08
$γ_{6}$	-0.1542	-3.05

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts