V-Lab
V-Lab

Wooshin Systems Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:43.64% (+1.36%)

Analysis last updated: Thursday, March 28, 2024 at 12:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Wooshin Systems Co Ltd S0GARCH
paramt-stat
ω1.83955.04
α0.11837.23
β0.820535.92
γ1-0.0167-0.16
γ20.19361.21
γ3-0.3922-3.08
γ40.38352.98
γ5-0.2423-2.06
γ60.08430.80
γ70.03670.36
γ8-0.0851-1.19
Estimation Period:
Aug 10, 2001 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts