V-Lab
V-Lab

Daegu Department Store Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:42.35% (-1.24%)

Analysis last updated: Thursday, March 28, 2024 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Daegu Department Store S0GARCH
paramt-stat
ω0.86164.68
α0.08458.90
β0.892468.10
γ10.01050.25
γ20.03640.60
γ3-0.1686-3.83
γ40.18304.24
γ5-0.0491-1.01
γ6-0.0439-0.60
γ70.10271.33
γ8-0.1160-2.49
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts