V-Lab
V-Lab

Taekwang Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:27.34% (-0.28%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taekwang Industrial Co Ltd SGARCH
paramt-stat
ω0.48864.13
α0.16849.10
β0.709423.40
γ1-0.0161-0.19
γ20.06490.55
γ3-0.1901-2.78
γ40.23013.47
γ5-0.1145-1.69
γ60.00900.15
γ7-0.0030-0.05
γ80.13182.74
γ9-0.2510-5.04
γ100.27312.18
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts