V-Lab: SeAH Special Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

SeAH Special Steel Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:11.53% (-0.31%)

Analysis last updated: Sunday, April 21, 2024 at 12:13 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8189	3.63
$α$	0.1235	4.60
$β$	0.8145	25.63
$γ_{1}$	0.3665	0.57
$γ_{2}$	-0.3359	-0.35
$γ_{3}$	-0.1164	-0.16
$γ_{4}$	0.1184	0.15
$γ_{5}$	0.1785	0.22
$γ_{6}$	-0.6213	-0.77
$γ_{7}$	0.7433	0.90
$γ_{8}$	0.1537	0.17
$γ_{9}$	-1.7051	-1.61
$γ_{10}$	1.8811	2.61

Estimation Period:
Jun 1, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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