V-Lab: Sewon Precision Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Sewon Precision Industry Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:1.3658569925142237e+30% (0.00%)

Analysis last updated: Sunday, April 21, 2024 at 12:14 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2322	0.06
$α$	0.8068	15.82
$β$	0.1929	3.83
$γ_{1}$	-1.7320	-1.41
$γ_{2}$	1.9753	1.74
$γ_{3}$	-0.3065	-0.24
$γ_{4}$	0.0074	0.01
$γ_{5}$	-16.2015	-0.09
$γ_{6}$	22.2422	0.06
$γ_{7}$	17.9646	0.02
$γ_{8}$	-73.1337	-0.07
$γ_{9}$	140.5687	0.38
$γ_{10}$	-147.0092	-13.08

Estimation Period:
Jul 19, 1996 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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