V-Lab
V-Lab

Tae Kyung Industrial Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:19.06% (+0.43%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Tae Kyung Industrial Co Ltd S0GARCH
paramt-stat
ω0.78723.25
α0.18946.88
β0.763131.60
γ1-0.3789-3.34
γ20.39492.38
γ3-0.0046-0.04
γ40.17701.74
γ5-0.4946-4.15
γ60.50183.97
γ7-0.3214-2.52
γ80.37272.91
γ9-0.4334-3.45
γ100.22002.01
Estimation Period:
Jan 30, 1996 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts