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

V-Lab

| |

V-Lab

Sewoo Global Co Ltd Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:21.27% (-1.50%)

Analysis last updated: Thursday, May 9, 2024 at 12:37 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6517	5.32
$α$	0.1321	7.96
$β$	0.8182	41.72
$γ_{1}$	-0.0325	-0.65
$γ_{2}$	0.0952	1.30
$γ_{3}$	-0.1462	-2.80
$γ_{4}$	0.1163	2.12
$γ_{5}$	-0.0689	-1.18
$γ_{6}$	0.0827	1.37
$γ_{7}$	-0.0707	-1.26
$γ_{8}$	0.0897	1.21
$γ_{9}$	-0.3378	-2.31

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts