V-Lab
V-Lab

Hanwha Galleria Timeworld Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 28th, 2020:28.56% (-0.01%)

Analysis last updated: Thursday, February 27, 2020 at 11:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanwha Galleria Timeworld Co Ltd S0GARCH
paramt-stat
ω0.61003.25
α0.11857.54
β0.826736.31
γ1-0.1440-0.97
γ2-0.0155-0.07
γ30.22371.51
γ4-0.0228-0.14
γ5-0.0866-0.68
γ60.08950.91
γ70.08630.70
γ8-0.3173-1.83
γ90.24371.63
Estimation Period:
Jan 30, 1996 to Feb 21, 2020
Impact of return on volatility tomorrow
Volatility Forecasts