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

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V-Lab

Sajo Seafood Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:16.47% (-0.59%)

Analysis last updated: Saturday, May 4, 2024 at 11:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0239	4.38
$α$	0.0977	3.65
$β$	0.8270	21.04
$γ_{1}$	-0.4837	-0.70
$γ_{2}$	1.2591	1.11
$γ_{3}$	-1.9435	-2.14
$γ_{4}$	1.8543	2.05
$γ_{5}$	-0.8434	-1.08
$γ_{6}$	1.0441	1.33
$γ_{7}$	-2.0521	-2.10
$γ_{8}$	2.0318	2.40
$γ_{9}$	-2.0830	-3.02
$γ_{10}$	1.9776	3.23

Estimation Period:
Jun 29, 2012 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts