V-Lab
V-Lab

Hwangkum Steel & Technology Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:19.71% (+0.53%)

Analysis last updated: Tuesday, April 30, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hwangkum Steel & Technology Co Ltd S0GARCH
paramt-stat
ω1.74206.27
α0.15317.27
β0.765526.78
γ1-0.2246-2.54
γ20.28572.00
γ30.04150.37
γ4-0.1689-1.59
γ5-0.0932-0.97
γ60.49394.82
γ7-0.5444-4.40
γ80.30932.22
γ9-0.2349-1.83
γ100.21982.53
Estimation Period:
Apr 25, 1997 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts