V-Lab
V-Lab

Shinil Engineering Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 15th, 2015:747.67% (+234.67%)

Analysis last updated: Friday, January 29, 2016 at 03:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shinil Engineering Co Ltd SGARCH
paramt-stat
ω0.64705.61
α0.14438.17
β0.741223.62
γ1-0.0080-0.10
γ20.06730.58
γ3-0.0773-1.08
γ4-0.0686-1.02
γ50.08921.05
γ60.15391.51
γ7-0.3804-2.71
γ80.80412.44
Estimation Period:
Jan 3, 1990 to Apr 10, 2015
Impact of return on volatility tomorrow
Volatility Forecasts