V-Lab
V-Lab

Soosan Heavy Industries Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:23.72% (-0.73%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Soosan Heavy Industries Co Ltd S0GARCH
paramt-stat
ω0.91753.00
α0.17928.38
β0.774438.81
γ10.08290.85
γ2-0.0475-0.36
γ3-0.1242-1.59
γ40.04650.60
γ50.13772.03
γ6-0.1908-3.02
γ70.17762.34
γ8-0.0423-0.39
γ9-0.1567-1.33
γ100.17412.27
Estimation Period:
Aug 30, 1991 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts