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V-Lab

Woongjin Energy Co Ltd Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 29, 2020 at 12:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Woongjin Energy Co Ltd SGARCH
paramt-stat
ω0.84803.77
α0.15054.98
β0.736813.62
γ10.87481.04
γ2-0.7512-0.58
γ3-1.4241-1.35
γ43.00893.03
γ5-2.8889-2.67
γ61.79641.55
γ7-1.2923-0.87
γ84.84281.27
Estimation Period:
Jun 30, 2010 to May 29, 2020
Impact of return on volatility tomorrow
Volatility Forecasts