V-Lab: Saeron Automotive Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

| |

V-Lab

Saeron Automotive Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, May 2nd, 2024:18.13% (-0.81%)

Analysis last updated: Friday, May 3, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4364	3.75
$α$	0.1428	5.66
$β$	0.7318	15.17
$γ_{1}$	0.3033	1.33
$γ_{2}$	-0.2230	-0.64
$γ_{3}$	-0.3009	-1.19
$γ_{4}$	0.4730	2.11
$γ_{5}$	-0.6878	-3.99
$γ_{6}$	1.1265	7.82
$γ_{7}$	-1.1799	-7.33
$γ_{8}$	0.6090	3.05
$γ_{9}$	-0.1121	-0.64

Estimation Period:
Oct 21, 2005 to Apr 30, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts