V-Lab
V-Lab

Hwangkum Steel & Technology Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:13.24% (+0.84%)

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 SGARCH
paramt-stat
ω1.71976.45
α0.15096.73
β0.755323.76
γ1-0.2376-2.89
γ20.30652.31
γ30.03280.31
γ4-0.1688-1.69
γ5-0.0884-0.98
γ60.47534.88
γ7-0.4953-4.07
γ80.20281.43
γ90.00560.04
γ10-0.4005-2.09
Estimation Period:
Apr 25, 1997 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts