V-Lab: Sewoo Global Co Ltd MF2-GARCH Volatility Analysis

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V-Lab

Sewoo Global Co Ltd MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:38.34% (-0.20%)

Analysis last updated: Thursday, May 9, 2024 at 11:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	31
$α$	0.1715	19.57
$β$	0.6450	26.19
$γ$	-0.0410	-4.55
$λ_{1}$	0.6995	1.76
$λ_{2}$	0.1627	1.59
$λ_{3}$	0.8080	6.64

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

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