V-Lab
V-Lab

SAVEZONE I&C CORP Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:22.76% (-2.36%)

Analysis last updated: Wednesday, March 27, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of SAVEZONE I&C CORP S0GARCH
paramt-stat
ω1.61383.86
α0.16496.87
β0.726621.94
γ10.09640.45
γ2-0.1703-0.54
γ30.09130.45
γ4-0.0828-0.45
γ50.17120.90
γ6-0.2376-1.22
γ70.22331.23
γ80.10200.61
γ9-0.4941-2.94
γ100.42813.58
Estimation Period:
Jul 25, 2002 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts