V-Lab
V-Lab

GMB Korea Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:21.97% (+0.62%)

Analysis last updated: Thursday, March 28, 2024 at 11:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GMB Korea Corp S0GARCH
paramt-stat
ω0.48903.50
α0.12003.59
β0.66528.37
γ1-2.0120-2.53
γ22.85312.58
γ3-1.2741-1.86
γ41.61352.10
γ5-2.6154-2.81
γ62.34742.59
γ7-1.8471-2.48
γ81.57492.68
γ9-0.9999-1.33
γ100.59880.75
Estimation Period:
Nov 20, 2012 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts