V-Lab
V-Lab

Korea Electric Terminal Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:29.69% (-0.28%)

Analysis last updated: Wednesday, May 1, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Korea Electric Terminal Co Ltd SGARCH
paramt-stat
ω1.14515.52
α0.08436.79
β0.828732.19
γ1-0.0337-0.36
γ2-0.0394-0.30
γ30.12411.55
γ40.00780.10
γ5-0.2237-2.38
γ60.36943.61
γ7-0.3889-3.82
γ80.42724.53
γ9-0.4847-4.29
γ100.36962.46
Estimation Period:
Oct 16, 1996 to Apr 30, 2024
Impact of return on volatility tomorrow
Volatility Forecasts