V-Lab: Saeron Automotive Corp GJR-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Saeron Automotive Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, April 22nd, 2024:35.34% (+0.14%)

Analysis last updated: Sunday, April 21, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0867	14.22
$α$	0.1302	18.26
$β$	0.8602	195.80
$γ$	0.0031	0.25

Estimation Period:
Oct 21, 2005 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts