V-Lab
V-Lab

Hansol Artone Paper Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 27th, 2017:32.41% (-0.70%)

Analysis last updated: Friday, February 24, 2017 at 07:58 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hansol Artone Paper Co Ltd S0GARCH
paramt-stat
ω0.18211.99
α0.24689.12
β0.659521.52
γ1-0.1635-1.44
γ20.20921.42
γ3-0.1321-2.41
γ40.10182.24
γ5-0.0079-0.15
γ60.01550.29
γ7-0.0350-0.80
Estimation Period:
Jan 3, 1990 to Feb 24, 2017
Impact of return on volatility tomorrow
Volatility Forecasts