V-Lab
V-Lab

Samyang Genex Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 29th, 2015:38.26% (-0.88%)

Analysis last updated: Friday, January 29, 2016 at 02:54 AM UTC

Date Range:

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graph of Samyang Genex Co Ltd S0GARCH
paramt-stat
ω0.81776.66
α0.09297.44
β0.846939.72
γ1-0.0841-1.03
γ20.07370.61
γ30.06390.69
γ4-0.1369-1.22
γ50.03020.22
γ60.22251.61
γ7-0.2662-2.43
γ80.03390.30
γ90.24621.74
γ10-0.2827-2.56
Estimation Period:
Jan 3, 1990 to Dec 24, 2015
Impact of return on volatility tomorrow
Volatility Forecasts