V-Lab
V-Lab

Il Sung Construction Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:81.86% (-6.84%)

Analysis last updated: Wednesday, May 1, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Il Sung Construction Co Ltd S0GARCH
paramt-stat
ω0.66896.18
α0.208410.88
β0.716231.18
γ10.00240.08
γ20.02140.52
γ3-0.1112-2.69
γ40.13123.52
γ5-0.0368-0.94
γ60.02780.59
γ7-0.0829-1.80
γ80.06061.90
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts