V-Lab
V-Lab

Hansol Logistics Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:32.39% (+0.33%)

Analysis last updated: Thursday, March 28, 2024 at 12:09 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hansol Logistics Co Ltd S0GARCH
paramt-stat
ω0.66747.05
α0.16463.99
β0.730515.36
γ1-0.0554-1.25
γ20.09231.42
γ3-0.0926-2.10
γ40.04791.07
γ50.03690.73
γ6-0.0237-0.43
γ7-0.0706-1.19
γ80.18232.67
γ9-0.2061-2.73
γ100.11732.04
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts