V-Lab
Shinsegae Information & Communication Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 3rd, 2024:27.14% (-0.17%)
Analysis last updated: Friday, May 3, 2024 at 10:19 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9409 | 6.76 | |
| 0.0866 | 6.90 | |
| 0.8453 | 32.14 | |
| 0.0541 | 0.96 | |
| -0.0123 | -0.14 | |
| -0.0916 | -1.28 | |
| 0.0992 | 1.43 | |
| 0.0021 | 0.03 | |
| -0.1627 | -3.07 | |
| 0.1568 | 2.93 |
Estimation Period:
Nov 20, 2000 to Apr 30, 2024
Nov 20, 2000 to Apr 30, 2024
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