V-Lab
V-Lab

Hansol HomeDeco Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:12.75% (-0.13%)

Analysis last updated: Thursday, March 28, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hansol HomeDeco Co Ltd S0GARCH
paramt-stat
ω1.35244.15
α0.12155.29
β0.820730.38
γ10.05970.23
γ2-0.0495-0.12
γ30.00750.03
γ4-0.1982-0.86
γ50.53192.46
γ6-0.8290-3.89
γ70.93924.49
γ8-0.6035-3.11
γ9-0.1307-0.52
γ100.50282.57
Estimation Period:
Nov 4, 2003 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts