V-Lab
V-Lab

Taeyang Metal Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:69.24% (-1.70%)

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Taeyang Metal Industrial Co Ltd SGARCH
paramt-stat
ω0.63736.36
α0.15667.77
β0.666014.97
γ1-0.0353-0.81
γ20.09321.56
γ3-0.1639-4.31
γ40.13813.22
γ5-0.0058-0.11
γ6-0.0651-1.12
γ70.10291.56
γ8-0.1062-1.27
γ90.03090.31
γ100.11931.11
Estimation Period:
Jan 3, 1990 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts