V-Lab
V-Lab

Korea Export Packaging Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:26.30% (+3.03%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Export Packaging Industrial Co Ltd S0GARCH
paramt-stat
ω0.96629.28
α0.123910.78
β0.806644.69
γ10.04092.87
γ2-0.1114-5.03
γ30.12778.28
γ4-0.0890-5.91
γ50.05733.91
γ6-0.0359-3.26
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts