V-Lab
V-Lab

Korea Electronic Power Industrial Development Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 28th, 2024:31.49% (-0.11%)

Analysis last updated: Thursday, March 28, 2024 at 11:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Korea Electronic Power Industrial Development Co Ltd S0GARCH
paramt-stat
ω2.37954.25
α0.11843.34
β0.788513.68
γ10.20270.52
γ20.36720.57
γ3-1.3938-2.90
γ41.56113.82
γ5-1.0228-2.16
γ60.77591.63
γ7-1.2058-2.96
γ80.98592.86
Estimation Period:
Dec 16, 2010 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts