V-Lab
V-Lab

Hwaseung Corp Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:47.79% (-1.45%)

Analysis last updated: Thursday, March 28, 2024 at 12:05 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hwaseung Corp Co Ltd S0GARCH
paramt-stat
ω1.25732.62
α0.10806.64
β0.796421.65
γ10.04220.47
γ20.05840.42
γ3-0.3029-3.46
γ40.34655.59
γ5-0.1664-2.64
γ60.00700.12
γ70.01070.22
γ80.00010.00
γ90.06270.95
γ10-0.1018-1.78
Estimation Period:
Feb 22, 1991 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts