V-Lab: Sewon E&C Co Ltd Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Sewon E&C Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:0.00% (0.00%)

Analysis last updated: Saturday, May 4, 2024 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	11.5335	0.65
$α$	0.8480	34.63
$β$	0.1509	6.82
$γ_{1}$	-0.7435	-1.69
$γ_{2}$	0.9252	1.05
$γ_{3}$	-0.3019	-0.43
$γ_{4}$	0.1067	0.13
$γ_{5}$	0.4570	0.66
$γ_{6}$	-1.6491	-1.15
$γ_{7}$	-51.6210	-0.12
$γ_{8}$	118.4067	0.09
$γ_{9}$	-99.5867	-0.08
$γ_{10}$	55.9738	0.14

Estimation Period:
Jul 31, 2006 to May 3, 2024

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Volatility Forecasts

Volatility Forecasts