V-Lab
V-Lab

Cheil Grinding Wheel Ind Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:22.99% (-0.72%)

Analysis last updated: Saturday, April 27, 2024 at 11:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cheil Grinding Wheel Ind Co Ltd SGARCH
paramt-stat
ω1.13901.89
α0.09713.69
β0.850921.42
γ1-0.2130-0.57
γ20.32600.66
γ3-0.5037-1.54
γ41.26143.07
γ5-1.8251-3.83
γ61.61754.63
γ7-0.9473-3.48
γ80.50971.82
γ9-0.7280-2.46
Estimation Period:
Dec 9, 2005 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts