V-Lab
V-Lab

Dae Han Flour Mills Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:16.05% (-1.45%)

Analysis last updated: Wednesday, May 1, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dae Han Flour Mills Co Ltd SGARCH
paramt-stat
ω0.72873.68
α0.15219.62
β0.741131.09
γ10.03410.54
γ2-0.0427-0.50
γ3-0.0875-2.03
γ40.22995.53
γ5-0.2498-6.29
γ60.18024.61
γ7-0.1080-2.34
γ80.13032.74
γ9-0.2548-3.42
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts