V-Lab
V-Lab

Kyeryong Construction Industrial Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:20.95% (-2.48%)

Analysis last updated: Saturday, April 27, 2024 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kyeryong Construction Industrial Co Ltd SGARCH
paramt-stat
ω0.64523.03
α0.21208.59
β0.740832.03
γ1-0.2617-4.77
γ20.35194.56
γ3-0.1325-2.88
γ40.07811.84
γ5-0.0598-1.42
γ60.07051.61
γ7-0.1898-2.86
Estimation Period:
Jan 30, 1996 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts