V-Lab
V-Lab

Sungjee Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 4th, 2018:714.70% (-32.69%)

Analysis last updated: Tuesday, October 2, 2018 at 07:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sungjee Construction Co Ltd S0GARCH
paramt-stat
ω1.09112.09
α0.10696.85
β0.890855.10
γ1-0.0408-0.24
γ2-0.1205-0.51
γ30.24811.65
γ40.02620.15
γ5-0.9462-1.66
γ62.36991.79
γ7-2.3426-1.85
Estimation Period:
Mar 17, 1995 to Oct 2, 2018
Impact of return on volatility tomorrow
Volatility Forecasts