V-Lab
V-Lab

Sajodongaone Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:20.04% (-0.51%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sajodongaone Co Ltd S0GARCH
paramt-stat
ω0.85135.56
α0.16048.93
β0.796037.75
γ1-0.0244-0.43
γ20.09501.12
γ3-0.1749-2.71
γ40.16432.35
γ5-0.1146-1.33
γ60.10361.10
γ7-0.1282-1.22
γ80.23771.75
γ9-0.3109-1.90
γ100.21371.68
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts