V-Lab
V-Lab

Samick THK Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:53.61% (+1.19%)

Analysis last updated: Thursday, March 28, 2024 at 11:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samick THK Co Ltd S0GARCH
paramt-stat
ω0.77876.42
α0.12297.37
β0.795532.44
γ1-0.0157-0.40
γ20.03950.70
γ3-0.0885-2.12
γ40.07191.54
γ50.05431.01
γ6-0.1426-2.43
γ70.18933.69
γ8-0.2171-5.84
γ90.15635.77
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts