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V-Lab

HD Korea Shipbuilding & Offshore Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:36.27% (+2.02%)

Analysis last updated: Thursday, March 28, 2024 at 11:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HD Korea Shipbuilding & Offshore Engineering Co Ltd S0GARCH
paramt-stat
ω1.38026.40
α0.05426.91
β0.907765.25
γ1-0.0119-0.35
γ20.05421.08
γ3-0.0957-2.77
γ40.12453.25
γ5-0.1354-2.94
γ60.09032.39
Estimation Period:
Aug 24, 1999 to Mar 22, 2024
Impact of return on volatility tomorrow
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