V-Lab
V-Lab

Sewon E&C Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:0.00% (0.00%)

Analysis last updated: Sunday, May 19, 2024 at 12:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sewon E&C Co Ltd SGARCH
paramt-stat
ω41.7036417036000.00
α0.66526651810.00
β0.32903290020.00
γ1-11.6557-116557400.00
γ213.2438132438300.00
γ32.627226271890.00
γ46.703867038290.00
γ5-39.5734-395734400.00
γ682.2909822908700.00
γ7-88.8776-888776200.00
γ85.879758796670.00
γ9149.53121495312000.00
γ10-641.1764-6411764000.00
Estimation Period:
Jul 31, 2006 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts