V-Lab
V-Lab
SAJOHAEPYO Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, May 30th, 2019:50.97% (-2.59%)

Analysis last updated: Monday, March 1, 2021 at 08:44 PM UTC

Date Range:

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to

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graph of SAJOHAEPYO Corp EGARCH
paramt-stat
ω0.069511.75
α0.149718.19
β0.9740541.73
γ0.05018.44
Estimation Period:
Sep 21, 2004 to May 24, 2019
Impact of return on volatility tomorrow
Volatility Forecasts