V-Lab
V-Lab

Woori Financial Capital Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, August 6th, 2021:24.33% (+0.36%)

Analysis last updated: Thursday, August 5, 2021 at 08:44 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Woori Financial Capital Co Ltd S0GARCH
paramt-stat
ω1.67564.58
α0.20596.01
β0.603311.28
γ10.45461.12
γ2-0.8324-1.36
γ31.08872.50
γ4-1.5393-3.72
γ51.28723.34
γ6-0.2618-0.67
γ7-0.5196-1.33
γ80.39781.48
Estimation Period:
Jun 25, 2009 to Jul 30, 2021
Impact of return on volatility tomorrow
Volatility Forecasts