V-Lab
V-Lab

SK Securities Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:18.88% (-0.67%)

Analysis last updated: Thursday, March 28, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SK Securities Co Ltd S0GARCH
paramt-stat
ω0.96107.13
α0.16447.17
β0.764124.06
γ1-0.0003-0.01
γ20.11031.41
γ3-0.2360-3.94
γ40.14562.48
γ50.01800.28
γ6-0.1192-1.63
γ70.15331.87
γ8-0.0576-0.54
γ9-0.0812-0.68
γ100.10911.37
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts