V-Lab: SeAH Holdings Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

SeAH Holdings Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 16th, 2024:18.19% (-0.63%)

Analysis last updated: Wednesday, May 15, 2024 at 11:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2263	3.95
$α$	0.1461	6.37
$β$	0.7791	26.50
$γ_{1}$	0.1727	2.03
$γ_{2}$	-0.2806	-2.32
$γ_{3}$	0.1879	2.39
$γ_{4}$	-0.0816	-1.13
$γ_{5}$	-0.0865	-1.53
$γ_{6}$	0.2418	3.08
$γ_{7}$	-0.3508	-2.24

Estimation Period:
Jul 30, 2001 to May 14, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts