V-Lab
V-Lab

Taihan Electric Wire Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:53.12% (+0.35%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taihan Electric Wire Co Ltd S0GARCH
paramt-stat
ω0.73175.46
α0.13888.26
β0.791133.98
γ1-0.0080-0.18
γ20.09331.45
γ3-0.2256-5.18
γ40.22315.00
γ5-0.0734-1.58
γ6-0.0533-0.95
γ70.04900.70
γ80.03380.50
γ9-0.0652-1.43
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts