V-Lab
V-Lab

Taihan Electric Wire Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:72.07% (-5.27%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taihan Electric Wire Co Ltd SGARCH
paramt-stat
ω0.69775.26
α0.14248.26
β0.782631.33
γ1-0.0280-0.62
γ20.12572.00
γ3-0.2493-5.95
γ40.24575.71
γ5-0.0954-2.12
γ6-0.0314-0.58
γ70.01740.26
γ80.10541.42
γ9-0.2692-2.16
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts