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

V-Lab

| |

V-Lab

Seowon Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:45.92% (-1.89%)

Analysis last updated: Wednesday, May 1, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8402	6.93
$α$	0.1421	6.50
$β$	0.7875	24.35
$γ_{1}$	-0.1923	-3.73
$γ_{2}$	0.2262	2.73
$γ_{3}$	0.0724	1.22
$γ_{4}$	-0.2433	-4.42
$γ_{5}$	0.2327	3.43
$γ_{6}$	-0.1521	-1.64
$γ_{7}$	0.0937	0.89
$γ_{8}$	-0.0537	-0.68

Estimation Period:
Jan 30, 1996 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts