Skip to main content
V-Lab

Hanil Hyundai Cement Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Thursday, October 30, 2025 at 10:38 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hanil Hyundai Cement Co Ltd SGARCH
paramt-stat
ω0.62545.81
α0.162510.53
β0.761336.21
γ1-0.0603-1.18
γ20.14121.82
γ3-0.1634-2.58
γ40.02160.32
γ50.23063.76
γ6-0.3210-6.11
γ70.27115.57
γ8-0.2062-3.78
γ90.03740.56
γ100.21262.27
Estimation Period:
Jan 3, 1990 to Oct 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts