V-Lab
V-Lab

Moorim P&P Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:19.67% (-0.11%)

Analysis last updated: Thursday, March 28, 2024 at 11:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Moorim P&P Co Ltd S0GARCH
paramt-stat
ω0.63586.11
α0.14749.63
β0.742729.54
γ1-0.0855-1.97
γ20.19563.06
γ3-0.2732-5.08
γ40.24504.31
γ5-0.0903-1.53
γ6-0.0517-0.93
γ70.17783.55
γ8-0.2062-4.06
γ90.12093.23
Estimation Period:
Jan 3, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts