V-Lab
V-Lab

Kyeryong Construction Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:27.19% (+5.34%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kyeryong Construction Industrial Co Ltd S0GARCH
paramt-stat
ω0.67522.85
α0.21568.58
β0.745233.73
γ1-0.2631-4.74
γ20.35074.45
γ3-0.1246-2.59
γ40.06231.40
γ5-0.0271-0.63
γ6-0.0046-0.12
γ70.01130.42
Estimation Period:
Jan 30, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
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