V-Lab
V-Lab

Taekwang Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:18.89% (+0.25%)

Analysis last updated: Thursday, March 28, 2024 at 11:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taekwang Industrial Co Ltd S0GARCH
paramt-stat
ω0.49384.18
α0.16989.04
β0.706422.95
γ1-0.0050-0.06
γ20.04400.37
γ3-0.1702-2.45
γ40.21083.14
γ5-0.0990-1.45
γ60.00070.01
γ7-0.0011-0.02
γ80.12702.68
γ9-0.2242-5.73
γ100.16925.99
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts