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V-Lab

Asiana Airlines Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:27.69% (-0.96%)

Analysis last updated: Thursday, March 28, 2024 at 12:01 AM UTC

Date Range:

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graph of Asiana Airlines Inc S0GARCH
paramt-stat
ω1.31683.57
α0.09176.52
β0.865841.31
γ1-0.0287-0.16
γ2-0.0003-0.00
γ30.04680.30
γ40.11410.60
γ5-0.4289-2.19
γ60.60723.39
γ7-0.4748-2.46
γ80.36781.64
γ9-0.5240-2.51
γ100.48173.40
Estimation Period:
Dec 24, 1999 to Mar 22, 2024
Impact of return on volatility tomorrow
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