V-Lab
V-Lab

ISU Chemical Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:61.33% (-0.63%)

Analysis last updated: Thursday, March 28, 2024 at 12:12 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ISU Chemical Co Ltd S0GARCH
paramt-stat
ω0.76295.60
α0.06376.03
β0.911861.38
γ10.00210.06
γ20.01750.31
γ3-0.1054-2.50
γ40.18734.34
γ5-0.1709-3.56
γ60.08141.48
γ70.05610.97
γ8-0.1223-2.83
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts