V-Lab
V-Lab

LS Networks Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:76.31% (-5.66%)

Analysis last updated: Thursday, March 28, 2024 at 11:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of LS Networks Co Ltd S0GARCH
paramt-stat
ω0.30366.73
α0.19628.72
β0.691823.11
γ1-0.2067-4.09
γ20.32994.57
γ3-0.3007-6.00
γ40.27604.65
γ5-0.1620-2.35
γ60.08411.19
γ70.04980.54
γ8-0.0567-0.51
γ9-0.0706-0.92
Estimation Period:
Aug 24, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts