V-Lab
V-Lab

Shinil Engineering Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 15th, 2015:831.94% (+314.35%)

Analysis last updated: Friday, January 29, 2016 at 03:13 AM UTC

Date Range:

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graph of Shinil Engineering Co Ltd S0GARCH
paramt-stat
ω0.74003.66
α0.20373.16
β0.717118.61
γ1-0.0295-0.41
γ20.12871.22
γ3-0.2063-2.67
γ40.09811.29
γ50.05850.70
γ6-0.0123-0.12
γ7-0.0865-0.92
Estimation Period:
Jan 3, 1990 to Apr 10, 2015
Impact of return on volatility tomorrow
Volatility Forecasts