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V-Lab

Samyang Entech Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, November 26, 2014 at 11:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Samyang Entech Co Ltd SGARCH
paramt-stat
ω0.64814.88
α0.27778.89
β0.542012.26
γ1-0.0233-0.26
γ20.03520.29
γ30.05160.64
γ4-0.2954-3.95
γ50.42125.21
γ6-0.2875-2.96
γ70.13761.48
γ8-0.1253-1.37
γ90.38552.27
Estimation Period:
Jan 3, 1990 to Nov 21, 2014
Impact of return on volatility tomorrow
Volatility Forecasts