V-Lab
V-Lab

Union Corp/Korea Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:34.23% (+0.15%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Union Corp/Korea S0GARCH
paramt-stat
ω1.79173.47
α0.17738.38
β0.788934.48
γ1-0.1244-1.30
γ20.15121.11
γ30.05290.59
γ4-0.1111-1.34
γ5-0.0543-0.67
γ60.14091.90
γ70.10081.04
γ8-0.3350-2.40
γ90.22191.85
Estimation Period:
Jul 3, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
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