V-Lab
V-Lab

Korea Line Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:36.64% (+1.56%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Korea Line Corp S0GARCH
paramt-stat
ω0.72687.80
α0.11397.56
β0.814341.49
γ10.08153.24
γ2-0.1632-4.14
γ30.12363.98
γ4-0.0525-1.68
γ5-0.0075-0.22
γ60.03761.12
γ7-0.0218-1.00
Estimation Period:
Apr 23, 1992 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts