V-Lab: Seoul Broadcasting System MF2-GARCH Volatility Analysis

V-Lab

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V-Lab

Seoul Broadcasting System MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:32.67% (-0.46%)

Analysis last updated: Thursday, May 16, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	96
$α$	0.0602	19.99
$β$	0.8630	158.99
$γ$	0.0276	5.29
$λ_{1}$	0.0530	3.39
$λ_{2}$	0.0592	4.86
$λ_{3}$	0.9324	62.43

Estimation Period:
May 25, 1999 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts