V-Lab
V-Lab

Il Jeong Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:39.05% (-4.78%)

Analysis last updated: Tuesday, May 7, 2024 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Il Jeong Industrial Co Ltd S0GARCH
paramt-stat
ω5.47782.61
α0.19897.86
β0.793939.26
γ10.27051.04
γ2-0.4278-1.30
γ30.13300.87
γ40.19801.40
γ5-0.3154-2.11
γ60.25581.25
γ7-0.3012-1.29
γ80.53563.00
γ9-0.9455-5.45
γ100.97407.06
Estimation Period:
Aug 15, 1994 to May 3, 2024
Impact of return on volatility tomorrow
Volatility Forecasts