V-Lab
V-Lab

HwaSung Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:12.70% (-0.41%)

Analysis last updated: Saturday, April 27, 2024 at 11:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HwaSung Industrial Co Ltd SGARCH
paramt-stat
ω0.61446.47
α0.12979.95
β0.780835.17
γ10.01930.53
γ20.04250.80
γ3-0.2201-5.64
γ40.27707.16
γ5-0.1875-4.77
γ60.12692.72
γ7-0.1427-2.97
γ80.20754.71
γ9-0.3411-6.35
Estimation Period:
Jan 3, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts