V-Lab
V-Lab

Cheil Industries Inc/Old Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 27th, 2014:31.21% (+2.22%)

Analysis last updated: Friday, January 29, 2016 at 02:47 AM UTC

Date Range:

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graph of Cheil Industries Inc/Old S0GARCH
paramt-stat
ω0.60325.34
α0.06828.05
β0.896863.98
γ1-0.1097-2.04
γ20.20852.58
γ3-0.2015-2.99
γ40.10181.36
γ50.07481.10
γ6-0.1565-3.02
γ70.12693.60
Estimation Period:
Jan 3, 1990 to Jun 20, 2014
Impact of return on volatility tomorrow
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