V-Lab
V-Lab

Korea Engineering Consultants Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:15.15% (+0.04%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Engineering Consultants Corp S0GARCH
paramt-stat
ω1.43644.59
α0.24334.65
β0.39124.38
γ1-0.1893-0.35
γ20.28860.33
γ30.15020.20
γ4-0.2818-0.28
γ50.33030.31
γ6-1.3321-1.64
γ71.94933.42
γ8-0.9628-1.81
γ9-0.8417-1.65
γ101.55664.63
Estimation Period:
Apr 28, 2011 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts