V-Lab
V-Lab
Hanwha Investment & Securities Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:59.32% (-2.45%)

Analysis last updated: Thursday, April 18, 2024 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanwha Investment & Securities Co Ltd GJR-GARCH
paramt-stat
ω0.111116.01
α0.074927.17
β0.9123448.06
γ0.01412.80
Estimation Period:
Jan 3, 1990 to Apr 12, 2024
Impact of return on volatility tomorrow
Volatility Forecasts