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

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V-Lab

Saeron Automotive Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:23.55% (-0.44%)

Analysis last updated: Tuesday, May 7, 2024 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.4666	3.88
$α$	0.1453	5.66
$β$	0.7219	14.16
$γ_{1}$	0.3195	1.44
$γ_{2}$	-0.2465	-0.72
$γ_{3}$	-0.2916	-1.17
$γ_{4}$	0.4707	2.13
$γ_{5}$	-0.6839	-4.03
$γ_{6}$	1.1077	7.74
$γ_{7}$	-1.1223	-6.61
$γ_{8}$	0.4589	1.91
$γ_{9}$	0.3054	0.89

Estimation Period:
Oct 21, 2005 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts