V-Lab
V-Lab

Samyang Tongsang Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:11.92% (-0.36%)

Analysis last updated: Thursday, March 28, 2024 at 12:21 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samyang Tongsang Co Ltd S0GARCH
paramt-stat
ω0.94216.94
α0.14465.14
β0.784722.31
γ1-0.0901-1.83
γ20.17752.46
γ3-0.1522-3.08
γ4-0.0374-0.64
γ50.31344.63
γ6-0.4029-5.77
γ70.34164.74
γ8-0.2332-2.49
γ90.08000.71
γ100.03160.41
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts