V-Lab
V-Lab

Samyang Entech Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 27th, 2014:22.58% (+4.19%)

Analysis last updated: Friday, January 29, 2016 at 03:48 AM UTC

Date Range:

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to

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graph of Samyang Entech Co Ltd S0GARCH
paramt-stat
ω0.66204.64
α0.26798.65
β0.576113.05
γ1-0.0186-0.20
γ20.02990.23
γ30.04740.56
γ4-0.2781-3.56
γ50.39064.66
γ6-0.2450-2.42
γ70.07060.72
γ80.01160.13
γ90.02020.28
Estimation Period:
Jan 3, 1990 to Nov 21, 2014
Impact of return on volatility tomorrow
Volatility Forecasts