V-Lab
V-Lab

Samwonsteel Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:20.39% (+0.27%)

Analysis last updated: Thursday, March 28, 2024 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samwonsteel Co Ltd S0GARCH
paramt-stat
ω2.55233.82
α0.14364.78
β0.741113.88
γ1-0.5512-0.81
γ21.74021.76
γ3-2.1127-3.30
γ41.16261.89
γ50.30630.52
γ6-1.1296-1.61
γ71.49082.03
γ8-1.9086-2.53
γ91.41371.94
γ10-0.4761-1.10
Estimation Period:
Jul 22, 2011 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts