V-Lab
V-Lab

Ilshin Spinning Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:31.00% (-0.53%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ilshin Spinning Co Ltd S0GARCH
paramt-stat
ω0.41342.46
α0.16909.33
β0.755033.26
γ1-0.1144-1.07
γ20.16741.18
γ3-0.1678-2.55
γ40.20133.46
γ5-0.1526-2.93
γ60.19013.56
γ7-0.2646-4.62
γ80.26384.78
γ9-0.1832-4.00
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts