V-Lab
V-Lab

Jindo Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:36.47% (-2.89%)

Analysis last updated: Wednesday, March 27, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jindo Co Ltd S0GARCH
paramt-stat
ω1.37264.72
α0.17166.20
β0.703314.57
γ1-0.0282-0.18
γ2-0.0231-0.10
γ30.11910.78
γ40.04140.26
γ5-0.4332-2.83
γ60.84715.24
γ7-0.9864-5.46
γ80.62714.63
Estimation Period:
Mar 28, 2006 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts